+662.9%
GOOG vs VST
+1,147.5%
-484.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | 0.0% |
| 7D | +2.4% | -6.0% | +8.4% | +3.1% |
| 30D | -18.1% | -18.8% | +0.7% | -15.3% |
| 3M | -19.9% | -8.0% | -11.8% | -19.4% |
| 6M | -28.2% | -10.9% | -17.2% | -27.8% |
| YTD | -9.0% | -18.3% | +9.3% | -7.9% |
| 1Y | -1.7% | -29.9% | +28.2% | +2.4% |
| 3Y | +114.5% | +290.3% | -175.8% | +35.8% |
| 5Y | +96.2% | +635.3% | -539.1% | +3.8% |
| All | +662.9% | +1,147.5% | -484.6% | +263.9% |
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