+851.8%
GLW vs VTEB
+17.9%
+834.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.7% |
| 7D | +7.8% | -0.9% | +8.8% | +8.6% |
| 30D | -0.4% | -2.5% | +2.1% | +1.5% |
| 3M | -5.6% | -3.0% | -2.6% | -3.4% |
| 6M | +26.7% | -2.1% | +28.8% | +29.1% |
| YTD | +91.0% | -1.5% | +92.5% | +93.8% |
| 1Y | +122.4% | +0.2% | +122.2% | +123.3% |
| 3Y | +471.0% | +8.6% | +462.4% | +443.4% |
| 5Y | +385.6% | +1.2% | +384.4% | +378.2% |
| All | +851.8% | +17.9% | +834.0% | +979.5% |
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