+156.5%
ED vs VTEB
+26.0%
+130.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -0.2% | -0.7% | +0.5% | +0.4% |
| 30D | +1.9% | -2.1% | +4.0% | +3.7% |
| 3M | +1.9% | -2.7% | +4.5% | +4.1% |
| 6M | -2.3% | -2.1% | -0.1% | -0.6% |
| YTD | +10.9% | -1.1% | +12.0% | +11.9% |
| 1Y | +14.5% | +1.3% | +13.2% | +13.2% |
| 3Y | +33.4% | +9.0% | +24.4% | +24.6% |
| 5Y | +67.3% | +1.5% | +65.8% | +64.0% |
| 10Y | +110.7% | +18.5% | +92.2% | +77.2% |
| All | +156.5% | +26.0% | +130.5% | +103.0% |
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