+390.5%
GE vs VFC
-67.4%
+457.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +7.1% | +11.2% | -4.1% | +5.2% |
| 30D | +6.5% | +41.5% | -35.1% | +0.4% |
| 3M | -13.6% | +38.9% | -52.5% | -18.3% |
| 6M | +6.0% | +6.1% | -0.2% | +4.1% |
| YTD | +5.4% | +14.5% | -9.2% | +1.8% |
| 1Y | +6.5% | +46.0% | -39.5% | -1.6% |
| 3Y | +268.6% | +36.4% | +232.2% | +217.8% |
| All | +390.5% | -67.4% | +457.9% | +681.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling