+123.1%
GOOG vs VST
+300.2%
-177.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +4.8% | +19.2% | -14.3% | +2.4% |
| 30D | -15.5% | -17.2% | +1.7% | -13.7% |
| 3M | -13.7% | -8.1% | -5.5% | -13.2% |
| 6M | -23.0% | -8.1% | -14.8% | -22.9% |
| YTD | -5.7% | -16.3% | +10.6% | -5.1% |
| 1Y | +3.0% | -24.1% | +27.1% | +5.0% |
| All | +123.1% | +300.2% | -177.1% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling