+121.8%
GENC vs VT
+363.9%
-242.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.9% |
| 7D | +2.3% | -0.3% | +2.6% | +2.5% |
| 30D | -0.7% | -1.4% | +0.7% | 0.0% |
| 3M | +20.5% | -1.4% | +21.8% | +21.3% |
| 6M | +21.1% | +5.5% | +15.7% | +17.5% |
| YTD | +35.4% | +12.8% | +22.6% | +26.8% |
| 1Y | +30.5% | +15.4% | +15.1% | +20.8% |
| 3Y | +25.8% | +76.9% | -51.1% | -5.3% |
| 5Y | +53.4% | +60.4% | -7.0% | +20.1% |
| 10Y | +50.6% | +232.8% | -182.1% | -14.3% |
| All | +121.8% | +363.9% | -242.1% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling