+258.1%
GE vs VUG
+1,251.8%
-993.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -11.6% | -0.3% | -11.3% | -11.4% |
| 3M | +3.0% | -0.7% | +3.7% | +3.1% |
| 6M | -0.5% | +14.6% | -15.1% | -12.7% |
| YTD | +9.7% | +9.0% | +0.7% | +0.7% |
| 1Y | +20.0% | +14.9% | +5.2% | +4.8% |
| 3Y | +275.8% | +86.0% | +189.8% | +107.9% |
| 5Y | +429.1% | +76.7% | +352.4% | +197.9% |
| 10Y | +151.2% | +411.3% | -260.1% | -54.6% |
| All | +258.1% | +1,251.8% | -993.7% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling