+667.4%
NFLX vs VUG
+419.9%
+247.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -8.1% | -1.9% | -6.2% | -6.2% |
| 30D | +1.6% | -1.6% | +3.2% | +3.2% |
| 3M | -7.3% | +4.4% | -11.7% | -12.0% |
| 6M | -21.6% | +13.2% | -34.8% | -32.5% |
| YTD | -18.9% | +7.5% | -26.4% | -26.4% |
| 1Y | -39.1% | +12.5% | -51.6% | -47.7% |
| 3Y | +71.7% | +86.0% | -14.3% | -18.2% |
| 5Y | +27.0% | +76.5% | -49.5% | -33.9% |
| All | +667.4% | +419.9% | +247.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VUG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling