+64,065.9%
NFLX vs VTR
+1,755.0%
+62,310.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -5.0% | -2.4% | -2.6% | -4.5% |
| 30D | +3.5% | -3.7% | +7.3% | +4.4% |
| 3M | -7.1% | +13.5% | -20.6% | -9.9% |
| 6M | -22.5% | +7.2% | -29.7% | -23.9% |
| YTD | -18.1% | +17.6% | -35.7% | -21.3% |
| 1Y | -38.3% | +35.4% | -73.7% | -42.7% |
| 3Y | +73.4% | +132.8% | -59.5% | +40.5% |
| 5Y | +26.7% | +88.7% | -62.0% | +6.5% |
| 10Y | +670.3% | +87.6% | +582.7% | +489.0% |
| All | +64,065.9% | +1,755.0% | +62,310.9% | +29,435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling