+643.7%
GOOG vs VST
+1,046.2%
-402.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.3% | -6.6% | -0.6% |
| 7D | +2.9% | -0.5% | +3.4% | +2.4% |
| 30D | -17.8% | -17.1% | -0.7% | -15.3% |
| 3M | -19.0% | -4.6% | -14.4% | -19.1% |
| 6M | -27.9% | -9.1% | -18.8% | -27.8% |
| YTD | -8.7% | -16.6% | +7.9% | -8.0% |
| 1Y | +2.5% | -29.5% | +32.0% | +6.7% |
| 3Y | +119.2% | +297.5% | -178.3% | +38.8% |
| 5Y | +93.4% | +654.5% | -561.1% | +2.4% |
| 10Y | +635.3% | +1,205.2% | -569.9% | +244.7% |
| All | +643.7% | +1,046.2% | -402.5% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling