+99.8%
BDX vs VTEB
+25.1%
+74.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -5.4% | -1.2% | -4.2% | -4.8% |
| 30D | -2.2% | -2.9% | +0.7% | -0.6% |
| 3M | +20.1% | -3.2% | +23.2% | +22.3% |
| 6M | +9.1% | -2.6% | +11.7% | +10.7% |
| YTD | +17.9% | -1.8% | +19.7% | +19.2% |
| 1Y | +22.1% | +0.2% | +21.9% | +22.1% |
| 3Y | -10.5% | +8.2% | -18.7% | -13.9% |
| 5Y | -2.6% | +0.8% | -3.4% | -3.8% |
| 10Y | +57.5% | +17.7% | +39.8% | +55.5% |
| All | +99.8% | +25.1% | +74.7% | +117.3% |
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