+181.7%
BP vs VTEB
+26.0%
+155.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +4.0% | -0.7% | +4.7% | +4.5% |
| 30D | +7.8% | -2.1% | +9.9% | +9.4% |
| 3M | +8.4% | -2.7% | +11.0% | +10.3% |
| 6M | +15.1% | -2.1% | +17.2% | +16.6% |
| YTD | +36.4% | -1.1% | +37.5% | +37.1% |
| 1Y | +40.9% | +1.3% | +39.6% | +38.9% |
| 3Y | +38.8% | +9.0% | +29.8% | +28.4% |
| 5Y | +141.1% | +1.5% | +139.6% | +138.7% |
| 10Y | +133.9% | +18.5% | +115.4% | +134.7% |
| All | +181.7% | +26.0% | +155.7% | +233.8% |
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