+616.9%
GOOGL vs VST
+1,112.0%
-495.1%
-44.3%
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 | +1.8% | -9.8% | +11.6% | +3.3% |
| 30D | -18.8% | -25.1% | +6.4% | -14.6% |
| 3M | -20.3% | -11.6% | -8.8% | -19.2% |
| 6M | -28.4% | -20.9% | -7.4% | -26.3% |
| YTD | -8.8% | -22.3% | +13.5% | -6.8% |
| 1Y | +0.3% | -32.0% | +32.3% | +5.0% |
| 3Y | +120.7% | +262.4% | -141.7% | +42.1% |
| 5Y | +93.1% | +563.4% | -470.2% | +4.7% |
| All | +616.9% | +1,112.0% | -495.1% | +250.4% |
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 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