+152.0%
GE vs VFC
-48.6%
+200.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | -0.6% |
| 7D | +2.7% | +1.6% | +1.0% | +2.2% |
| 30D | +8.1% | +25.5% | -17.4% | +1.5% |
| 3M | -7.9% | +41.3% | -49.1% | -16.5% |
| 6M | +12.9% | +22.2% | -9.3% | +5.5% |
| YTD | +8.2% | +16.4% | -8.2% | +1.5% |
| 1Y | +9.7% | +38.4% | -28.7% | -2.7% |
| 3Y | +266.1% | +56.2% | +209.9% | +162.8% |
| 5Y | +407.4% | -68.2% | +475.5% | +649.4% |
| All | +152.0% | -48.6% | +200.6% | +213.5% |
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