+246.7%
FFIV vs VTEB
+17.9%
+228.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +3.0% | +3.1% |
| 7D | +5.4% | -0.9% | +6.4% | +5.9% |
| 30D | -2.7% | -2.5% | -0.2% | -1.4% |
| 3M | +4.5% | -3.0% | +7.5% | +6.2% |
| 6M | +42.2% | -2.1% | +44.3% | +43.9% |
| YTD | +61.3% | -1.5% | +62.8% | +62.6% |
| 1Y | +23.0% | +0.2% | +22.9% | +23.0% |
| 3Y | +156.3% | +8.6% | +147.7% | +144.6% |
| 5Y | +102.9% | +1.2% | +101.7% | +99.6% |
| All | +246.7% | +17.9% | +228.8% | +309.9% |
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