+152.0%
GE vs VUG
+410.7%
-258.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -11.3% | -1.7% | -9.6% | -10.1% |
| 3M | -1.4% | +2.8% | -4.2% | -3.8% |
| 6M | +1.2% | +13.6% | -12.4% | -8.8% |
| YTD | +5.9% | +8.1% | -2.1% | -0.8% |
| 1Y | +18.4% | +13.1% | +5.3% | +6.9% |
| 3Y | +271.0% | +87.0% | +184.0% | +125.2% |
| 5Y | +417.9% | +76.0% | +342.0% | +224.9% |
| 10Y | +152.0% | +420.5% | -268.5% | -36.6% |
| All | +152.0% | +410.7% | -258.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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