+681.4%
NFLX vs VTR
+99.2%
+582.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +4.3% | +1.1% | +3.2% | +4.2% |
| 3M | -4.8% | +7.9% | -12.7% | -5.8% |
| 6M | -18.4% | +6.2% | -24.6% | -19.2% |
| YTD | -17.4% | +17.7% | -35.2% | -19.4% |
| 1Y | -35.7% | +32.9% | -68.6% | -38.3% |
| 3Y | +73.8% | +129.7% | -55.9% | +54.1% |
| 5Y | +29.3% | +89.3% | -60.0% | +16.8% |
| All | +681.4% | +99.2% | +582.2% | +584.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling