+15.0%
DE vs VTEB
-2.8%
+17.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.0% |
| 7D | -2.4% | -1.2% | -1.1% | -0.8% |
| 30D | +9.7% | -2.9% | +12.6% | +14.9% |
| 3M | +21.4% | -3.2% | +24.5% | +28.0% |
| 6M | +15.0% | -2.6% | +17.7% | +20.5% |
| All | +15.0% | -2.8% | +17.8% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling