+25.4%
VTEB vs GWRE
+161.3%
-135.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -0.9% | -13.2% | +12.3% | -0.8% |
| 30D | -2.5% | -18.6% | +16.1% | -2.3% |
| 3M | -3.0% | +18.9% | -21.9% | -3.2% |
| 6M | -2.1% | -11.0% | +8.8% | -2.1% |
| YTD | -1.5% | -29.9% | +28.4% | -1.2% |
| 1Y | +0.2% | -44.3% | +44.5% | +0.7% |
| 3Y | +8.6% | +51.7% | -43.1% | +7.5% |
| 5Y | +1.2% | +15.4% | -14.2% | 0.0% |
| 10Y | +18.1% | +129.4% | -111.4% | +17.2% |
| All | +25.4% | +161.3% | -135.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 all: compounded portfolio wealth divided by compounded GWRE 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…
all analysis · Full analysis span regression · 6 months rolling