+69.0%
F vs VTEB
+26.8%
+42.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -3.1% | -1.2% | -1.9% | -1.8% |
| 30D | 0.0% | +2.5% | -2.4% | -2.5% |
| 3M | -13.2% | -1.7% | -11.5% | -11.6% |
| 6M | -10.2% | -1.2% | -9.0% | -8.9% |
| YTD | -4.9% | -0.5% | -4.5% | -4.2% |
| 1Y | -6.1% | -0.1% | -6.0% | -5.7% |
| 3Y | +46.0% | +10.5% | +35.5% | +32.7% |
| 5Y | -15.7% | +2.6% | -18.3% | -18.8% |
| 10Y | +64.3% | +22.4% | +42.0% | +92.3% |
| All | +69.0% | +26.8% | +42.3% | +126.8% |
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