+2,895.1%
GE vs VFC
+1,367.6%
+1,527.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +5.4% | +3.5% | +1.9% | +4.2% |
| 30D | +9.6% | +38.3% | -28.6% | -1.8% |
| 3M | -7.7% | +40.2% | -47.9% | -17.9% |
| 6M | +14.0% | +10.6% | +3.4% | +8.4% |
| YTD | +10.2% | +16.7% | -6.6% | +1.8% |
| 1Y | +8.9% | +45.0% | -36.1% | -7.4% |
| 3Y | +273.7% | +48.8% | +224.9% | +162.8% |
| 5Y | +410.2% | -67.6% | +477.8% | +530.8% |
| 10Y | +157.4% | -47.5% | +205.0% | +151.8% |
| All | +2,895.1% | +1,367.6% | +1,527.5% | +854.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling