+132.6%
AR vs VTEB
+1.2%
+131.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.8% |
| 7D | -2.5% | -0.9% | -1.6% | -2.6% |
| 30D | +2.5% | -2.5% | +5.0% | +2.2% |
| 3M | +12.3% | -3.0% | +15.3% | +12.0% |
| 6M | -3.1% | -2.1% | -1.0% | -3.4% |
| YTD | +11.5% | -1.5% | +13.0% | +11.1% |
| 1Y | +17.0% | +0.2% | +16.9% | +16.2% |
| 3Y | +47.3% | +8.6% | +38.7% | +40.7% |
| All | +132.6% | +1.2% | +131.4% | +77.2% |
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