+612.1%
GOOGL vs VST
+866.2%
-254.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +4.0% | -1.0% |
| 7D | -0.4% | -19.9% | +19.5% | +3.5% |
| 30D | -18.7% | -29.7% | +10.9% | -13.5% |
| 3M | -22.0% | -19.6% | -2.4% | -19.4% |
| 6M | -27.2% | -29.4% | +2.2% | -23.3% |
| YTD | -9.5% | -29.7% | +20.2% | -5.7% |
| 1Y | -0.4% | -40.0% | +39.7% | +7.1% |
| 3Y | +121.0% | +231.0% | -110.0% | +44.9% |
| 5Y | +91.6% | +500.1% | -408.4% | +6.2% |
| 10Y | +630.4% | +1,004.2% | -373.8% | +251.3% |
| All | +612.1% | +866.2% | -254.1% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling