+39.7%
EFX vs VTEB
+17.9%
+21.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.1% |
| 7D | -4.5% | -0.9% | -3.6% | -3.3% |
| 30D | -6.1% | -2.5% | -3.6% | -2.6% |
| 3M | +6.2% | -3.0% | +9.2% | +10.9% |
| 6M | -11.2% | -2.1% | -9.1% | -8.3% |
| YTD | -21.4% | -1.5% | -19.9% | -19.4% |
| 1Y | -34.3% | +0.2% | -34.5% | -34.2% |
| 3Y | -12.5% | +8.6% | -21.1% | -20.4% |
| 5Y | -35.6% | +1.2% | -36.8% | -37.5% |
| All | +39.7% | +17.9% | +21.8% | +28.4% |
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