+200.1%
GDDY vs VTEB
+17.9%
+182.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | -3.2% | -0.9% | -2.3% | -2.5% |
| 30D | +6.8% | -2.5% | +9.3% | +8.9% |
| 3M | +30.5% | -3.0% | +33.4% | +33.6% |
| 6M | +13.3% | -2.1% | +15.4% | +15.3% |
| YTD | -21.0% | -1.5% | -19.5% | -20.0% |
| 1Y | -34.0% | +0.2% | -34.2% | -34.0% |
| 3Y | +33.1% | +8.6% | +24.5% | +24.7% |
| 5Y | +30.3% | +1.2% | +29.1% | +28.0% |
| All | +200.1% | +17.9% | +182.2% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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