+643.6%
GOOGL vs VT
+217.6%
+426.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +2.6% | -0.1% | +2.8% | +2.7% |
| 30D | -18.3% | -3.1% | -15.2% | -15.3% |
| 3M | -19.6% | -3.5% | -16.1% | -16.2% |
| 6M | -28.2% | +0.5% | -28.7% | -28.8% |
| YTD | -8.0% | +10.8% | -18.8% | -18.5% |
| 1Y | -0.7% | +11.9% | -12.6% | -13.0% |
| 3Y | +118.8% | +73.0% | +45.8% | +15.2% |
| 5Y | +98.9% | +58.6% | +40.2% | +17.5% |
| 10Y | +643.6% | +219.2% | +424.4% | +101.9% |
| All | +643.6% | +217.6% | +426.0% | +101.9% |
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