+643.6%
GOOGL vs VST
+1,174.0%
-530.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.1% |
| 7D | +2.6% | -6.0% | +8.6% | +3.4% |
| 30D | -18.3% | -18.8% | +0.5% | -15.5% |
| 3M | -19.6% | -8.0% | -11.5% | -19.1% |
| 6M | -28.2% | -10.9% | -17.3% | -27.8% |
| YTD | -8.0% | -18.3% | +10.3% | -6.9% |
| 1Y | -0.7% | -29.9% | +29.2% | +3.5% |
| 3Y | +118.8% | +290.3% | -171.5% | +38.6% |
| 5Y | +98.9% | +635.3% | -536.4% | +5.4% |
| 10Y | +643.6% | +1,162.4% | -518.8% | +257.8% |
| All | +643.6% | +1,174.0% | -530.4% | +257.8% |
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