+199.6%
EXC vs VTEB
+26.6%
+172.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.2% | -0.2% | +1.5% | +1.5% |
| 30D | -2.7% | -1.6% | -1.1% | -1.0% |
| 3M | -1.0% | -2.0% | +1.0% | +1.2% |
| 6M | -9.3% | -1.7% | -7.6% | -7.6% |
| YTD | +3.6% | -0.6% | +4.2% | +4.3% |
| 1Y | +5.9% | +1.8% | +4.1% | +3.8% |
| 3Y | +21.3% | +9.6% | +11.7% | +9.5% |
| 5Y | +46.2% | +2.1% | +44.1% | +42.3% |
| 10Y | +151.5% | +18.9% | +132.5% | +125.1% |
| All | +199.6% | +26.6% | +172.9% | +195.1% |
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