+158.6%
GE vs VST
+1,169.0%
-1,010.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +4.0% | +10.9% | -6.9% | +0.8% |
| 30D | +11.1% | -15.6% | +26.7% | +15.5% |
| 3M | -6.7% | -7.8% | +1.0% | -6.1% |
| 6M | +14.3% | -12.0% | +26.2% | +15.9% |
| YTD | +11.7% | -16.9% | +28.7% | +13.5% |
| 1Y | +10.9% | -25.1% | +36.0% | +16.1% |
| 3Y | +279.0% | +297.1% | -18.1% | +95.2% |
| 5Y | +427.0% | +641.9% | -214.9% | +107.7% |
| 10Y | +158.6% | +1,142.3% | -983.7% | -7.0% |
| All | +158.6% | +1,169.0% | -1,010.5% | -7.0% |
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