+692.5%
B vs VTEB
+26.7%
+665.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | -1.6% | -0.8% | -0.8% | -0.5% |
| 30D | +9.4% | -1.3% | +10.8% | +11.5% |
| 3M | +5.0% | -2.1% | +7.1% | +8.3% |
| 6M | -3.5% | -1.7% | -1.9% | -1.0% |
| YTD | +4.5% | -0.6% | +5.0% | +5.7% |
| 1Y | +67.8% | +3.1% | +64.7% | +62.1% |
| 3Y | +196.7% | +9.2% | +187.5% | +165.1% |
| 5Y | +151.9% | +2.2% | +149.8% | +144.0% |
| 10Y | +202.2% | +18.8% | +183.4% | +124.3% |
| All | +692.5% | +26.7% | +665.9% | +448.3% |
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