+376.1%
GLW vs VTEB
+0.8%
+375.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -2.2% |
| 7D | +11.7% | -1.2% | +13.0% | +13.5% |
| 30D | +2.7% | -2.9% | +5.5% | +6.5% |
| 3M | -2.8% | -3.2% | +0.3% | +1.4% |
| 6M | +20.2% | -2.6% | +22.8% | +24.8% |
| YTD | +87.3% | -1.8% | +89.1% | +93.2% |
| 1Y | +119.6% | +0.2% | +119.4% | +122.4% |
| 3Y | +453.7% | +8.2% | +445.5% | +413.3% |
| 5Y | +376.1% | +0.8% | +375.2% | +252.2% |
| All | +376.1% | +0.8% | +375.3% | +252.2% |
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 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