+85.2%
F vs VTEB
+17.5%
+67.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +4.0% |
| 7D | -3.7% | -1.2% | -2.4% | -2.3% |
| 30D | -0.7% | -2.9% | +2.2% | +2.8% |
| 3M | -1.9% | -3.2% | +1.3% | +1.9% |
| 6M | +16.1% | -2.6% | +18.7% | +19.9% |
| YTD | +9.5% | -1.8% | +11.3% | +12.1% |
| 1Y | +27.2% | +0.2% | +27.0% | +27.3% |
| 3Y | +36.3% | +8.2% | +28.1% | +25.1% |
| 5Y | +49.3% | +0.8% | +48.4% | +46.2% |
| All | +85.2% | +17.5% | +67.8% | +91.9% |
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