+384.0%
BLK vs VTEB
+25.5%
+358.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.4% |
| 7D | -3.3% | -0.9% | -2.4% | -2.7% |
| 30D | -6.5% | -2.5% | -4.0% | -5.0% |
| 3M | +6.7% | -3.0% | +9.7% | +8.8% |
| 6M | +14.7% | -2.1% | +16.9% | +16.4% |
| YTD | +2.5% | -1.5% | +4.0% | +3.6% |
| 1Y | -2.8% | +0.2% | -2.9% | -2.7% |
| 3Y | +65.9% | +8.6% | +57.3% | +58.2% |
| 5Y | +33.0% | +1.2% | +31.8% | +29.4% |
| 10Y | +281.2% | +18.1% | +263.1% | +375.4% |
| All | +384.0% | +25.5% | +358.5% | +659.3% |
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