+632.6%
GOOG vs VST
+1,112.0%
-479.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.6% | -9.8% | -1.2% |
| 7D | +2.1% | -9.8% | +11.9% | +3.6% |
| 30D | -18.3% | -25.1% | +6.9% | -14.1% |
| 3M | -20.3% | -11.6% | -8.7% | -19.2% |
| 6M | -28.1% | -20.9% | -7.1% | -26.0% |
| YTD | -9.3% | -22.3% | +13.0% | -7.4% |
| 1Y | -0.2% | -32.0% | +31.8% | +4.5% |
| 3Y | +118.0% | +262.4% | -144.3% | +40.5% |
| 5Y | +92.1% | +563.4% | -471.3% | +4.2% |
| All | +632.6% | +1,112.0% | -479.5% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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