+622.2%
GOOGL vs VT
+223.7%
+398.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -1.8% |
| 7D | +3.3% | +0.4% | +2.9% | +2.7% |
| 30D | -18.1% | -2.6% | -15.5% | -15.6% |
| 3M | -18.6% | -3.2% | -15.4% | -15.5% |
| 6M | -28.0% | +0.9% | -29.0% | -29.0% |
| YTD | -7.8% | +11.3% | -19.1% | -18.7% |
| 1Y | +3.6% | +14.0% | -10.4% | -11.1% |
| 3Y | +123.4% | +75.8% | +47.5% | +15.4% |
| 5Y | +95.3% | +57.8% | +37.5% | +16.0% |
| 10Y | +622.2% | +219.8% | +402.4% | +92.9% |
| All | +622.2% | +223.7% | +398.5% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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