+340.9%
ADSK vs VTEB
+25.5%
+315.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | -2.5% | -0.9% | -1.6% | -1.7% |
| 30D | -14.9% | -2.5% | -12.4% | -12.7% |
| 3M | +3.3% | -3.0% | +6.3% | +6.4% |
| 6M | -15.7% | -2.1% | -13.5% | -13.9% |
| YTD | -28.2% | -1.5% | -26.8% | -27.2% |
| 1Y | -34.5% | +0.2% | -34.7% | -34.6% |
| 3Y | -2.9% | +8.6% | -11.5% | -10.5% |
| 5Y | -25.3% | +1.2% | -26.5% | -27.4% |
| 10Y | +217.8% | +18.1% | +199.7% | +229.8% |
| All | +340.9% | +25.5% | +315.4% | +483.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling