+161.4%
GEN vs VT
+214.8%
-53.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | +2.0% |
| 7D | +8.5% | -4.2% | +12.7% | +11.8% |
| 30D | +34.2% | -5.8% | +40.0% | +39.9% |
| 3M | +10.0% | -5.2% | +15.2% | +14.1% |
| 6M | +56.8% | +0.1% | +56.6% | +55.9% |
| YTD | +14.2% | +8.2% | +6.0% | +7.3% |
| 1Y | +20.8% | +10.1% | +10.7% | +12.0% |
| 3Y | +84.1% | +69.7% | +14.4% | +26.2% |
| 5Y | +37.1% | +53.4% | -16.3% | +0.2% |
| All | +161.4% | +214.8% | -53.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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