+771.9%
GOOG vs VST
+1,175.7%
-403.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.7% |
| 7D | -2.1% | +8.9% | -11.1% | -3.8% |
| 30D | -6.8% | +6.2% | -13.0% | -8.0% |
| 3M | -9.1% | -2.7% | -6.4% | -9.1% |
| 6M | +10.7% | -8.4% | +19.1% | +11.4% |
| YTD | +7.1% | -7.2% | +14.3% | +6.7% |
| 1Y | +44.6% | -20.9% | +65.5% | +47.9% |
| 3Y | +147.4% | +384.0% | -236.6% | +51.0% |
| 5Y | +133.8% | +757.1% | -623.3% | +21.2% |
| All | +771.9% | +1,175.7% | -403.8% | +311.8% |
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