+240.0%
C vs VTEB
+26.8%
+213.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.2% | -1.2% | +5.4% | +4.9% |
| 30D | +2.0% | +2.5% | -0.5% | +0.5% |
| 3M | -10.1% | -1.7% | -8.4% | -9.2% |
| 6M | +1.0% | -1.2% | +2.2% | +1.8% |
| YTD | +8.5% | -0.5% | +9.0% | +8.8% |
| 1Y | +25.7% | -0.1% | +25.8% | +25.9% |
| 3Y | +216.0% | +10.5% | +205.5% | +196.1% |
| 5Y | +112.3% | +2.6% | +109.7% | +107.2% |
| 10Y | +217.8% | +22.4% | +195.4% | +404.3% |
| All | +240.0% | +26.8% | +213.2% | +542.1% |
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