+264.6%
GE vs VUG
+1,203.7%
-939.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | -0.1% |
| 7D | +4.0% | -1.1% | +5.1% | +5.1% |
| 30D | +11.1% | -7.0% | +18.1% | +18.5% |
| 3M | -6.7% | -3.7% | -3.0% | -3.8% |
| 6M | +14.3% | -1.6% | +15.9% | +15.1% |
| YTD | +11.7% | +5.1% | +6.6% | +5.8% |
| 1Y | +10.9% | +3.8% | +7.1% | +6.2% |
| 3Y | +279.0% | +79.9% | +199.1% | +115.8% |
| 5Y | +427.0% | +66.4% | +360.6% | +214.0% |
| 10Y | +158.6% | +405.3% | -246.7% | -53.0% |
| All | +264.6% | +1,203.7% | -939.1% | -75.4% |
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