+681.4%
NFLX vs VYM
+209.2%
+472.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.4% |
| 30D | +4.3% | -2.2% | +6.5% | +6.2% |
| 3M | -4.8% | +3.1% | -7.8% | -7.0% |
| 6M | -18.4% | +9.7% | -28.1% | -24.4% |
| YTD | -17.4% | +14.9% | -32.3% | -26.3% |
| 1Y | -35.7% | +17.6% | -53.3% | -43.8% |
| 3Y | +73.8% | +65.3% | +8.5% | +14.1% |
| 5Y | +29.3% | +78.7% | -49.4% | -18.6% |
| All | +681.4% | +209.2% | +472.3% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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