+692.8%
GOOGL vs VST
+1,139.0%
-446.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +3.9% | +6.6% | -2.7% | +2.6% |
| 30D | -14.9% | -12.4% | -2.5% | -13.2% |
| 3M | -14.6% | -9.0% | -5.6% | -13.8% |
| 6M | -26.4% | -6.4% | -20.0% | -26.7% |
| YTD | -5.3% | -17.2% | +11.9% | -4.4% |
| 1Y | +6.5% | -22.0% | +28.5% | +8.5% |
| 3Y | +126.0% | +296.7% | -170.6% | +42.6% |
| 5Y | +100.8% | +637.6% | -536.8% | +6.4% |
| All | +692.8% | +1,139.0% | -446.2% | +283.8% |
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 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