+81.0%
BSX vs VTEB
+17.9%
+63.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | -10.1% | -0.9% | -9.2% | -9.5% |
| 30D | -16.4% | -2.5% | -13.9% | -15.0% |
| 3M | -8.9% | -3.0% | -5.9% | -7.1% |
| 6M | -38.3% | -2.1% | -36.1% | -37.4% |
| YTD | -54.9% | -1.5% | -53.4% | -54.5% |
| 1Y | -58.8% | +0.2% | -59.0% | -58.8% |
| 3Y | -21.2% | +8.6% | -29.8% | -25.5% |
| 5Y | -3.3% | +1.2% | -4.5% | -4.6% |
| All | +81.0% | +17.9% | +63.1% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling