+55.9%
D vs VTEB
+26.8%
+29.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -0.1% |
| 30D | +7.7% | +2.5% | +5.3% | +5.0% |
| 3M | -0.3% | -1.7% | +1.4% | +1.6% |
| 6M | +10.1% | -1.2% | +11.3% | +11.6% |
| YTD | +19.1% | -0.5% | +19.6% | +19.7% |
| 1Y | +15.9% | -0.1% | +16.0% | +16.1% |
| 3Y | +75.0% | +10.5% | +64.5% | +58.6% |
| 5Y | +13.4% | +2.6% | +10.8% | +9.9% |
| 10Y | +47.5% | +22.4% | +25.1% | +25.3% |
| All | +55.9% | +26.8% | +29.1% | +33.9% |
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 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