-90.7%
GENK vs VT
+73.2%
-163.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +7.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -14.5% | -2.6% | -11.9% | -10.8% |
| 3M | -27.6% | -3.2% | -24.3% | -23.6% |
| 6M | -39.3% | +0.9% | -40.3% | -40.5% |
| YTD | -32.7% | +11.3% | -44.0% | -43.5% |
| 1Y | -47.4% | +14.0% | -61.4% | -57.6% |
| 3Y | -83.4% | +75.8% | -159.2% | -94.0% |
| All | -90.7% | +73.2% | -163.8% | -96.6% |
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