-85.2%
GENK vs VT
+69.7%
-155.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.6% |
| 7D | -14.8% | -2.3% | -12.4% | -11.6% |
| 30D | -20.1% | -5.0% | -15.2% | -14.2% |
| 3M | -38.6% | -4.9% | -33.8% | -34.1% |
| 6M | -44.1% | -1.5% | -42.5% | -43.2% |
| YTD | -39.8% | +8.5% | -48.3% | -47.1% |
| 1Y | -53.9% | +11.4% | -65.3% | -61.1% |
| 3Y | -85.2% | +70.1% | -155.3% | -92.8% |
| All | -85.2% | +69.7% | -155.0% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling