+80.8%
AR vs VTEB
+26.6%
+54.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +12.6% | -1.6% | +14.2% | +13.5% |
| 3M | +10.0% | -2.0% | +12.0% | +11.1% |
| 6M | +0.6% | -1.7% | +2.3% | +1.4% |
| YTD | +13.4% | -0.6% | +14.0% | +13.5% |
| 1Y | +21.7% | +1.8% | +19.9% | +20.0% |
| 3Y | +45.8% | +9.6% | +36.2% | +36.3% |
| 5Y | +144.3% | +2.1% | +142.2% | +138.9% |
| 10Y | +41.8% | +18.9% | +22.9% | +42.0% |
| All | +80.8% | +26.6% | +54.2% | +93.7% |
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