+9.3%
GEHC vs VTEB
+9.2%
0.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.7% |
| 7D | -7.6% | -0.7% | -6.9% | -6.8% |
| 30D | -10.7% | -2.1% | -8.6% | -8.2% |
| 3M | -1.2% | -2.7% | +1.4% | +2.3% |
| 6M | -13.7% | -2.1% | -11.6% | -11.3% |
| YTD | -20.4% | -1.1% | -19.3% | -18.9% |
| 1Y | -17.0% | +1.3% | -18.4% | -17.5% |
| 3Y | +0.9% | +9.0% | -8.1% | -5.2% |
| All | +9.3% | +9.2% | 0.0% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling