+118.8%
GOOGL vs VST
+286.0%
-167.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | 0.0% |
| 7D | +2.6% | -6.0% | +8.6% | +3.1% |
| 30D | -18.3% | -18.8% | +0.5% | -16.3% |
| 3M | -19.6% | -8.0% | -11.5% | -19.2% |
| 6M | -28.2% | -10.9% | -17.3% | -27.9% |
| YTD | -8.0% | -18.3% | +10.3% | -7.2% |
| 1Y | -0.7% | -29.9% | +29.2% | +2.4% |
| 3Y | +118.8% | +290.3% | -171.5% | +76.0% |
| All | +118.8% | +286.0% | -167.2% | +76.0% |
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