-0.8%
GFS vs VTEB
+2.4%
-3.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.6% |
| 7D | +4.5% | -0.7% | +5.2% | +5.4% |
| 30D | -8.2% | -2.1% | -6.1% | -5.8% |
| 3M | -38.9% | -2.7% | -36.2% | -36.8% |
| 6M | -2.9% | -2.1% | -0.8% | -0.2% |
| YTD | +31.8% | -1.1% | +32.9% | +34.1% |
| 1Y | +43.1% | +1.3% | +41.8% | +41.9% |
| 3Y | -20.6% | +9.0% | -29.6% | -31.5% |
| All | -0.8% | +2.4% | -3.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling