+244.5%
FFIV vs VTEB
+26.0%
+218.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +3.5% | -0.7% | +4.2% | +3.8% |
| 30D | -1.3% | -2.1% | +0.8% | -0.4% |
| 3M | +2.4% | -2.7% | +5.0% | +3.6% |
| 6M | +41.8% | -2.1% | +43.9% | +43.1% |
| YTD | +58.5% | -1.1% | +59.6% | +59.3% |
| 1Y | +24.3% | +1.3% | +23.0% | +23.7% |
| 3Y | +152.0% | +9.0% | +143.0% | +142.3% |
| 5Y | +99.1% | +1.5% | +97.6% | +95.6% |
| 10Y | +242.8% | +18.5% | +224.3% | +301.4% |
| All | +244.5% | +26.0% | +218.5% | +383.5% |
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