+1,362.0%
AMAT vs VTEB
+23.5%
+1,338.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.5% |
| 7D | +19.3% | -0.7% | +20.1% | +20.5% |
| 30D | -17.9% | +2.7% | -20.6% | -20.9% |
| 3M | -30.4% | -1.2% | -29.2% | -29.3% |
| 6M | -11.4% | -1.0% | -10.5% | -10.3% |
| YTD | +48.8% | -0.2% | +48.9% | +49.4% |
| 1Y | +66.0% | +0.1% | +65.9% | +66.2% |
| 3Y | +158.8% | +10.8% | +148.0% | +123.1% |
| 5Y | +153.2% | +2.9% | +150.3% | +142.6% |
| All | +1,362.0% | +23.5% | +1,338.5% | +1,305.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling