+120.4%
AS vs VTEB
+4.4%
+115.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.5% |
| 7D | -4.9% | -0.8% | -4.1% | -3.3% |
| 30D | -19.6% | -1.3% | -18.3% | -17.2% |
| 3M | -14.4% | -2.1% | -12.2% | -10.2% |
| 6M | -20.1% | -1.7% | -18.4% | -17.1% |
| YTD | -20.9% | -0.6% | -20.4% | -19.2% |
| 1Y | -21.9% | +3.1% | -24.9% | -24.6% |
| All | +120.4% | +4.4% | +115.9% | +109.0% |
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 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