+243.8%
GE vs VUG
+1,157.1%
-913.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +1.9% |
| 7D | +7.1% | -3.4% | +10.5% | +10.5% |
| 30D | +6.5% | -11.1% | +17.6% | +18.3% |
| 3M | -13.6% | -7.2% | -6.3% | -7.8% |
| 6M | +6.0% | -4.1% | +10.1% | +9.3% |
| YTD | +5.4% | +1.4% | +4.0% | +3.1% |
| 1Y | +6.5% | +1.9% | +4.5% | +3.6% |
| 3Y | +268.6% | +77.7% | +190.8% | +112.0% |
| 5Y | +389.0% | +57.6% | +331.4% | +206.6% |
| 10Y | +163.3% | +398.6% | -235.3% | -51.7% |
| All | +243.8% | +1,157.1% | -913.2% | -76.0% |
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