+157.4%
GE vs VFC
-46.8%
+204.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +5.4% | +3.5% | +1.9% | +4.4% |
| 30D | +9.6% | +38.3% | -28.6% | +0.1% |
| 3M | -7.7% | +40.2% | -47.9% | -16.2% |
| 6M | +14.0% | +10.6% | +3.4% | +9.5% |
| YTD | +10.2% | +16.7% | -6.6% | +3.3% |
| 1Y | +8.9% | +45.0% | -36.1% | -4.7% |
| 3Y | +273.7% | +48.8% | +224.9% | +173.8% |
| 5Y | +410.2% | -67.6% | +477.8% | +646.6% |
| 10Y | +157.4% | -47.5% | +205.0% | +218.7% |
| All | +157.4% | -46.8% | +204.2% | +218.7% |
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