+468.0%
ALL vs VTEB
+26.6%
+441.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.5% |
| 30D | -4.7% | -1.6% | -3.1% | -3.3% |
| 3M | +18.4% | -2.0% | +20.4% | +20.5% |
| 6M | +20.5% | -1.7% | +22.2% | +22.3% |
| YTD | +23.5% | -0.6% | +24.1% | +24.1% |
| 1Y | +29.0% | +1.8% | +27.2% | +26.7% |
| 3Y | +153.7% | +9.6% | +144.1% | +131.4% |
| 5Y | +114.8% | +2.1% | +112.7% | +111.1% |
| 10Y | +356.1% | +18.9% | +337.2% | +359.8% |
| All | +468.0% | +26.6% | +441.4% | +568.9% |
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