+930.7%
DE vs VTEB
+25.5%
+905.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.6% | -0.9% | -1.6% | -2.1% |
| 30D | +9.0% | -2.5% | +11.5% | +10.5% |
| 3M | +19.1% | -3.0% | +22.1% | +21.1% |
| 6M | +14.4% | -2.1% | +16.5% | +15.7% |
| YTD | +45.9% | -1.5% | +47.4% | +47.2% |
| 1Y | +43.6% | +0.2% | +43.4% | +43.6% |
| 3Y | +75.9% | +8.6% | +67.3% | +68.5% |
| 5Y | +98.8% | +1.2% | +97.6% | +97.3% |
| 10Y | +861.4% | +18.1% | +843.4% | +1,035.8% |
| All | +930.7% | +25.5% | +905.2% | +1,348.0% |
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