+379.2%
EAT vs VTEB
+26.0%
+353.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | -6.8% | -0.7% | -6.1% | -6.2% |
| 30D | -5.4% | -2.1% | -3.3% | -3.5% |
| 3M | +42.8% | -2.7% | +45.4% | +46.4% |
| 6M | +56.5% | -2.1% | +58.6% | +59.7% |
| YTD | +50.0% | -1.1% | +51.1% | +51.7% |
| 1Y | +38.3% | +1.3% | +36.9% | +36.8% |
| 3Y | +591.6% | +9.0% | +582.6% | +537.9% |
| 5Y | +312.6% | +1.5% | +311.1% | +301.2% |
| 10Y | +381.4% | +18.5% | +362.9% | +538.0% |
| All | +379.2% | +26.0% | +353.2% | +576.5% |
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 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