-12.1%
DOW vs VTEB
+13.6%
-25.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.3% |
| 7D | -1.4% | -0.9% | -0.5% | -0.9% |
| 30D | -3.9% | -2.5% | -1.4% | -2.5% |
| 3M | -12.7% | -3.0% | -9.7% | -11.2% |
| 6M | -13.7% | -2.1% | -11.6% | -12.8% |
| YTD | +28.4% | -1.5% | +29.9% | +29.2% |
| 1Y | +21.8% | +0.2% | +21.6% | +21.1% |
| 3Y | -35.7% | +8.6% | -44.3% | -39.6% |
| 5Y | -36.8% | +1.2% | -38.0% | -37.9% |
| All | -12.1% | +13.6% | -25.6% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling