+114.1%
AS vs VTEB
+4.4%
+109.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -2.6% | -0.2% | -2.4% | -2.1% |
| 30D | -22.1% | -1.6% | -20.5% | -19.3% |
| 3M | -15.3% | -2.0% | -13.3% | -11.5% |
| 6M | -15.6% | -1.7% | -13.9% | -12.3% |
| YTD | -23.2% | -0.6% | -22.6% | -21.5% |
| 1Y | -21.7% | +1.8% | -23.5% | -22.9% |
| All | +114.1% | +4.4% | +109.7% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling