-0.8%
GFS vs VTEB
+1.7%
-2.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.9% |
| 7D | +3.2% | -1.2% | +4.4% | +4.8% |
| 30D | -9.6% | -2.9% | -6.7% | -6.3% |
| 3M | -38.5% | -3.2% | -35.3% | -36.0% |
| 6M | -1.3% | -2.6% | +1.3% | +2.2% |
| YTD | +31.8% | -1.8% | +33.6% | +35.3% |
| 1Y | +44.6% | +0.2% | +44.3% | +45.2% |
| 3Y | -20.6% | +8.2% | -28.8% | -30.8% |
| All | -0.8% | +1.7% | -2.5% | +17.2% |
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