+115.4%
ALL vs VTEB
+0.8%
+114.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -4.3% | -1.2% | -3.1% | -4.0% |
| 30D | -3.6% | -2.9% | -0.7% | -2.9% |
| 3M | +13.2% | -3.2% | +16.4% | +14.1% |
| 6M | +22.5% | -2.6% | +25.1% | +23.3% |
| YTD | +22.7% | -1.8% | +24.6% | +23.2% |
| 1Y | +28.3% | +0.2% | +28.1% | +28.0% |
| 3Y | +152.0% | +8.2% | +143.8% | +146.4% |
| 5Y | +115.4% | +0.8% | +114.6% | +73.5% |
| All | +115.4% | +0.8% | +114.7% | +73.5% |
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