+752.9%
GOOGL vs VST
+1,175.7%
-422.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.8% |
| 7D | -2.3% | +8.9% | -11.2% | -3.9% |
| 30D | -6.6% | +6.2% | -12.8% | -7.7% |
| 3M | -8.9% | -2.7% | -6.2% | -9.0% |
| 6M | +11.9% | -8.4% | +20.2% | +12.5% |
| YTD | +8.3% | -7.2% | +15.5% | +7.9% |
| 1Y | +46.2% | -20.9% | +67.1% | +49.5% |
| 3Y | +151.9% | +384.0% | -232.1% | +53.5% |
| 5Y | +137.7% | +757.1% | -619.4% | +23.0% |
| All | +752.9% | +1,175.7% | -422.8% | +300.8% |
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 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