+342.0%
DLR vs VTEB
+25.1%
+317.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.2% |
| 7D | -1.3% | -1.2% | -0.1% | +0.1% |
| 30D | -2.9% | -2.9% | 0.0% | +0.4% |
| 3M | +3.2% | -3.2% | +6.4% | +7.0% |
| 6M | +3.9% | -2.6% | +6.5% | +7.2% |
| YTD | +21.4% | -1.8% | +23.3% | +24.1% |
| 1Y | +9.7% | +0.2% | +9.5% | +9.7% |
| 3Y | +56.5% | +8.2% | +48.3% | +44.1% |
| 5Y | +41.5% | +0.8% | +40.7% | +38.0% |
| 10Y | +171.3% | +17.7% | +153.6% | +128.8% |
| All | +342.0% | +25.1% | +317.0% | +282.2% |
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