+23.5%
GENC vs VT
+221.8%
-198.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +3.2% | +2.4% | +0.8% | +1.2% |
| 30D | -2.1% | -1.5% | -0.6% | -0.9% |
| 3M | -2.6% | -4.1% | +1.6% | +0.8% |
| 6M | +20.1% | +0.6% | +19.5% | +19.2% |
| YTD | +35.3% | +11.0% | +24.3% | +23.9% |
| 1Y | +29.4% | +13.3% | +16.1% | +16.6% |
| 3Y | +24.8% | +73.4% | -48.6% | -17.8% |
| 5Y | +40.3% | +57.4% | -17.1% | -1.5% |
| All | +23.5% | +221.8% | -198.2% | -56.8% |
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