+155.5%
GE vs VST
+1,112.0%
-956.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.6% | -7.8% | -0.4% |
| 7D | +7.1% | -9.8% | +16.9% | +9.6% |
| 30D | +6.5% | -25.1% | +31.6% | +14.6% |
| 3M | -13.6% | -11.6% | -2.0% | -11.9% |
| 6M | +6.0% | -20.9% | +26.9% | +10.9% |
| YTD | +5.4% | -22.3% | +27.7% | +9.2% |
| 1Y | +6.5% | -32.0% | +38.5% | +14.6% |
| 3Y | +268.6% | +262.4% | +6.2% | +95.3% |
| 5Y | +389.0% | +563.4% | -174.3% | +99.9% |
| All | +155.5% | +1,112.0% | -956.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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