+376.2%
GE vs VST
+515.1%
-138.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.2% | +1.7% | -3.0% |
| 7D | +0.5% | -19.9% | +20.4% | +5.5% |
| 30D | +1.7% | -29.7% | +31.4% | +9.8% |
| 3M | -17.3% | -19.6% | +2.2% | -14.0% |
| 6M | +10.1% | -29.4% | +39.5% | +17.5% |
| YTD | +2.6% | -29.7% | +32.3% | +8.4% |
| 1Y | +3.7% | -40.0% | +43.8% | +13.8% |
| 3Y | +268.3% | +231.0% | +37.3% | +123.2% |
| 5Y | +376.2% | +500.1% | -123.9% | +133.2% |
| All | +376.2% | +515.1% | -138.9% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling