+61.5%
GNRC vs VTEB
+8.6%
+52.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +2.3% |
| 7D | -0.2% | -0.9% | +0.7% | +1.6% |
| 30D | -15.7% | -2.5% | -13.2% | -11.7% |
| 3M | -27.3% | -3.0% | -24.4% | -23.2% |
| 6M | -12.1% | -2.1% | -9.9% | -8.2% |
| YTD | +37.1% | -1.5% | +38.6% | +41.6% |
| 1Y | -0.5% | +0.2% | -0.6% | -0.1% |
| 3Y | +61.5% | +8.6% | +53.0% | +16.7% |
| All | +61.5% | +8.6% | +52.9% | +16.7% |
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