+373.4%
VST vs GEHC
+0.1%
+373.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +3.9% |
| 7D | +8.9% | -4.0% | +12.9% | +10.2% |
| 30D | +6.2% | -2.0% | +8.2% | +6.8% |
| 3M | -2.7% | +8.0% | -10.7% | -6.0% |
| 6M | -8.4% | -12.8% | +4.4% | -4.6% |
| YTD | -7.2% | -15.9% | +8.7% | -2.5% |
| 1Y | -20.9% | -6.9% | -14.0% | -21.1% |
| All | +373.4% | +0.1% | +373.3% | +359.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling