+107.2%
AS vs VTEB
+3.9%
+103.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.0% |
| 7D | -2.8% | -0.7% | -2.1% | -1.2% |
| 30D | -23.2% | -2.1% | -21.2% | -19.6% |
| 3M | -20.1% | -2.7% | -17.4% | -15.2% |
| 6M | -18.5% | -2.1% | -16.4% | -14.5% |
| YTD | -25.6% | -1.1% | -24.5% | -23.1% |
| 1Y | -24.4% | +1.3% | -25.7% | -24.7% |
| All | +107.2% | +3.9% | +103.4% | +99.0% |
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