-22.0%
VST vs GEHC
+11.9%
-33.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.0% |
| 7D | +6.6% | +0.8% | +5.8% | +6.7% |
| 30D | -12.4% | +21.3% | -33.7% | -11.3% |
| 3M | -9.0% | +12.6% | -21.6% | -8.0% |
| 6M | -6.4% | +34.3% | -40.7% | -5.8% |
| YTD | -17.2% | +1.4% | -18.6% | -15.8% |
| 1Y | -22.0% | +12.5% | -34.5% | -19.8% |
| All | -22.0% | +11.9% | -33.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling