-15.4%
AS vs VTEB
-0.3%
-15.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | 0.0% |
| 7D | +6.9% | +1.0% | +5.9% | +3.9% |
| 30D | +16.0% | +4.9% | +11.1% | +0.8% |
| 3M | -12.8% | 0.0% | -12.9% | -5.1% |
| 6M | -15.4% | -0.3% | -15.1% | -6.4% |
| All | -15.4% | -0.3% | -15.0% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling