+51.7%
D vs VTEB
+26.7%
+25.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | -0.8% | +2.2% | +2.3% |
| 30D | -2.6% | -1.3% | -1.2% | -1.2% |
| 3M | 0.0% | -2.1% | +2.1% | +2.3% |
| 6M | +7.4% | -1.7% | +9.0% | +9.3% |
| YTD | +15.9% | -0.6% | +16.4% | +16.6% |
| 1Y | +18.1% | +3.1% | +15.0% | +14.4% |
| 3Y | +58.4% | +9.2% | +49.2% | +45.1% |
| 5Y | +5.2% | +2.2% | +3.0% | +2.3% |
| 10Y | +35.9% | +18.8% | +17.1% | +19.1% |
| All | +51.7% | +26.7% | +25.0% | +30.3% |
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