+50.7%
EL vs VTEB
+26.0%
+24.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.4% |
| 7D | -2.4% | -0.7% | -1.7% | -1.8% |
| 30D | +13.7% | -2.1% | +15.7% | +15.8% |
| 3M | +14.5% | -2.7% | +17.2% | +17.3% |
| 6M | +7.4% | -2.1% | +9.5% | +9.6% |
| YTD | -4.7% | -1.1% | -3.6% | -3.5% |
| 1Y | +12.9% | +1.3% | +11.6% | +12.3% |
| 3Y | -32.2% | +9.0% | -41.2% | -36.1% |
| 5Y | -68.4% | +1.5% | -69.9% | -69.1% |
| 10Y | +28.3% | +18.5% | +9.7% | +29.3% |
| All | +50.7% | +26.0% | +24.8% | +76.1% |
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