+21.9%
GE vs VFC
-13.3%
+35.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +1.2% | +0.8% | +0.3% | +1.0% |
| 30D | -9.5% | -11.9% | +2.4% | -7.8% |
| 3M | +4.1% | -20.2% | +24.3% | +7.2% |
| 6M | +3.9% | -23.0% | +26.9% | +6.8% |
| YTD | +9.0% | -26.2% | +35.2% | +12.4% |
| All | +21.9% | -13.3% | +35.2% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling