-10.9%
DOW vs VTEB
+14.0%
-24.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | -6.0% | -0.7% | -5.3% | -5.6% |
| 30D | -2.7% | -2.1% | -0.7% | -1.6% |
| 3M | -10.5% | -2.7% | -7.8% | -9.1% |
| 6M | -12.4% | -2.1% | -10.3% | -11.5% |
| YTD | +30.0% | -1.1% | +31.1% | +30.6% |
| 1Y | +27.8% | +1.3% | +26.5% | +26.2% |
| 3Y | -34.9% | +9.0% | -43.9% | -39.0% |
| 5Y | -35.9% | +1.5% | -37.4% | -37.1% |
| All | -10.9% | +14.0% | -24.9% | +48.3% |
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