+105.0%
F vs VTEB
+26.7%
+78.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +5.3% | -0.8% | +6.1% | +6.2% |
| 30D | +4.6% | -1.3% | +5.9% | +6.1% |
| 3M | -3.7% | -2.1% | -1.5% | -1.4% |
| 6M | +16.8% | -1.7% | +18.5% | +19.1% |
| YTD | +15.3% | -0.6% | +15.9% | +16.3% |
| 1Y | +31.0% | +3.1% | +27.9% | +27.4% |
| 3Y | +45.4% | +9.2% | +36.2% | +33.6% |
| 5Y | +54.7% | +2.2% | +52.5% | +49.3% |
| 10Y | +98.2% | +18.8% | +79.4% | +111.3% |
| All | +105.0% | +26.7% | +78.3% | +175.2% |
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