+152.0%
GE vs VFC
-69.4%
+221.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.2% |
| 7D | -1.2% | -2.3% | +1.1% | -0.6% |
| 30D | -11.3% | -13.4% | +2.1% | -7.7% |
| 3M | -1.4% | -23.7% | +22.3% | +5.3% |
| 6M | +1.2% | -24.5% | +25.7% | +7.9% |
| YTD | +5.9% | -27.8% | +33.8% | +13.7% |
| 1Y | +18.4% | -13.5% | +31.9% | +18.9% |
| 3Y | +271.0% | -27.1% | +298.1% | +236.0% |
| 5Y | +417.9% | -79.0% | +497.0% | +742.1% |
| 10Y | +152.0% | -68.7% | +220.7% | +251.0% |
| All | +152.0% | -69.4% | +221.3% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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