-16.3%
AWK vs VTEB
+1.2%
-17.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -2.2% |
| 7D | -2.1% | -0.9% | -1.2% | -0.5% |
| 30D | +2.1% | -2.5% | +4.6% | +6.8% |
| 3M | +11.4% | -3.0% | +14.3% | +17.6% |
| 6M | +3.9% | -2.1% | +6.0% | +8.0% |
| YTD | +7.7% | -1.5% | +9.2% | +10.6% |
| 1Y | +1.3% | +0.2% | +1.1% | +0.7% |
| 3Y | +7.2% | +8.6% | -1.4% | -9.5% |
| All | -16.3% | +1.2% | -17.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling