+63,447.4%
NFLX vs VTRS
+60.4%
+63,387.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -8.1% | -3.5% | -4.6% | -7.3% |
| 30D | -0.3% | +2.1% | -2.5% | -0.9% |
| 3M | -6.6% | +2.6% | -9.2% | -7.4% |
| 6M | -22.7% | +17.8% | -40.4% | -26.4% |
| YTD | -18.9% | +35.7% | -54.6% | -26.0% |
| 1Y | -39.8% | +63.5% | -103.3% | -48.0% |
| 3Y | +71.7% | +85.1% | -13.4% | +39.0% |
| 5Y | +27.2% | +42.5% | -15.3% | +8.0% |
| 10Y | +687.9% | -48.2% | +736.1% | +711.8% |
| All | +63,447.4% | +60.4% | +63,387.0% | +38,845.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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