+47.1%
FE vs VTEB
+9.0%
+38.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.6% |
| 30D | -1.2% | -2.1% | +0.9% | +1.2% |
| 3M | +1.7% | -2.7% | +4.3% | +4.8% |
| 6M | -7.5% | -2.1% | -5.4% | -5.2% |
| YTD | +6.3% | -1.1% | +7.4% | +7.7% |
| 1Y | +10.9% | +1.3% | +9.5% | +9.1% |
| All | +47.1% | +9.0% | +38.1% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling