+24.3%
GME vs VTEB
+8.6%
+15.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +2.6% |
| 7D | +10.4% | -0.9% | +11.3% | +13.5% |
| 30D | +14.1% | -2.5% | +16.6% | +23.7% |
| 3M | -4.6% | -3.0% | -1.7% | +5.1% |
| 6M | -13.5% | -2.1% | -11.4% | -7.4% |
| YTD | +5.3% | -1.5% | +6.8% | +10.2% |
| 1Y | -14.9% | +0.2% | -15.1% | -16.1% |
| 3Y | +24.3% | +8.6% | +15.7% | -18.3% |
| All | +24.3% | +8.6% | +15.7% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling