+5.5%
D vs VTEB
+1.5%
+4.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.9% |
| 7D | -0.4% | -0.7% | +0.3% | +0.6% |
| 30D | -2.1% | -2.1% | 0.0% | +1.0% |
| 3M | -0.7% | -2.7% | +1.9% | +3.2% |
| 6M | +5.6% | -2.1% | +7.7% | +8.9% |
| YTD | +14.6% | -1.1% | +15.7% | +16.4% |
| 1Y | +15.3% | +1.3% | +14.0% | +13.1% |
| 3Y | +59.1% | +9.0% | +50.1% | +41.4% |
| All | +5.5% | +1.5% | +4.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling