+120.7%
GOOGL vs VST
+264.2%
-143.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.6% | -9.8% | -0.6% |
| 7D | +1.8% | -9.8% | +11.6% | +2.8% |
| 30D | -18.8% | -25.1% | +6.4% | -15.9% |
| 3M | -20.3% | -11.6% | -8.8% | -19.6% |
| 6M | -28.4% | -20.9% | -7.4% | -26.9% |
| YTD | -8.8% | -22.3% | +13.5% | -7.4% |
| 1Y | +0.3% | -32.0% | +32.3% | +3.7% |
| 3Y | +120.7% | +262.4% | -141.7% | +85.3% |
| All | +120.7% | +264.2% | -143.5% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling