+18,082.8%
NFLX vs VYM
+487.3%
+17,595.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -8.1% | -1.0% | -7.1% | -7.3% |
| 30D | -0.3% | -2.0% | +1.7% | +1.5% |
| 3M | -6.6% | +3.1% | -9.7% | -9.0% |
| 6M | -22.7% | +8.9% | -31.6% | -28.3% |
| YTD | -18.9% | +14.7% | -33.6% | -28.3% |
| 1Y | -39.8% | +19.4% | -59.2% | -48.7% |
| 3Y | +71.7% | +65.4% | +6.3% | +9.2% |
| 5Y | +27.2% | +77.6% | -50.3% | -22.5% |
| 10Y | +687.9% | +207.8% | +480.1% | +186.6% |
| All | +18,082.8% | +487.3% | +17,595.5% | +3,825.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling