+152.0%
GE vs VO
+193.0%
-41.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.9% |
| 7D | -1.2% | -0.6% | -0.7% | -0.6% |
| 30D | -11.3% | -1.9% | -9.3% | -9.3% |
| 3M | -1.4% | +3.3% | -4.7% | -4.7% |
| 6M | +1.2% | +9.7% | -8.5% | -8.2% |
| YTD | +5.9% | +12.6% | -6.7% | -6.5% |
| 1Y | +18.4% | +13.6% | +4.8% | +3.3% |
| 3Y | +271.0% | +56.8% | +214.2% | +129.5% |
| 5Y | +417.9% | +42.3% | +375.7% | +255.2% |
| 10Y | +152.0% | +199.2% | -47.2% | -15.4% |
| All | +152.0% | +193.0% | -41.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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