+436.6%
GE vs VST
+761.6%
-325.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.2% |
| 7D | -1.6% | +8.9% | -10.5% | -3.7% |
| 30D | -11.6% | +6.2% | -17.8% | -13.0% |
| 3M | +3.0% | -2.7% | +5.7% | +3.1% |
| 6M | -0.5% | -8.4% | +7.8% | +0.4% |
| YTD | +9.7% | -7.2% | +16.9% | +9.7% |
| 1Y | +20.0% | -20.9% | +40.9% | +23.8% |
| 3Y | +275.8% | +384.0% | -108.2% | +112.8% |
| All | +436.6% | +761.6% | -325.0% | +160.5% |
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