+147.2%
GE vs VST
+866.2%
-719.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.2% | +1.7% | -2.7% |
| 7D | +0.5% | -19.9% | +20.4% | +6.6% |
| 30D | +1.7% | -29.7% | +31.4% | +11.5% |
| 3M | -17.3% | -19.6% | +2.2% | -13.3% |
| 6M | +10.1% | -29.4% | +39.5% | +19.2% |
| YTD | +2.6% | -29.7% | +32.3% | +9.6% |
| 1Y | +3.7% | -40.0% | +43.8% | +16.0% |
| 3Y | +268.3% | +231.0% | +37.3% | +101.4% |
| 5Y | +376.2% | +500.1% | -123.9% | +102.1% |
| 10Y | +156.4% | +1,004.2% | -847.8% | -6.0% |
| All | +147.2% | +866.2% | -719.0% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling