+133.2%
DD vs VTEB
+25.1%
+108.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.1% |
| 7D | -2.9% | -1.2% | -1.7% | -1.9% |
| 30D | -11.5% | -2.9% | -8.6% | -9.3% |
| 3M | -5.4% | -3.2% | -2.2% | -2.9% |
| 6M | -6.9% | -2.6% | -4.3% | -4.8% |
| YTD | +6.9% | -1.8% | +8.7% | +8.7% |
| 1Y | +35.6% | +0.2% | +35.4% | +35.7% |
| 3Y | +42.5% | +8.2% | +34.3% | +34.6% |
| 5Y | +58.5% | +0.8% | +57.6% | +56.5% |
| 10Y | +65.7% | +17.7% | +48.1% | +82.0% |
| All | +133.2% | +25.1% | +108.1% | +204.0% |
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