+4,318.2%
FIX vs VTEB
+26.8%
+4,291.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +9.4% | -1.2% | +10.6% | +10.6% |
| 30D | -27.8% | +2.5% | -30.2% | -29.4% |
| 3M | -35.6% | -1.7% | -33.9% | -34.6% |
| 6M | -45.2% | -1.2% | -44.0% | -44.7% |
| YTD | +19.5% | -0.5% | +20.0% | +20.1% |
| 1Y | +24.2% | -0.1% | +24.3% | +24.4% |
| 3Y | +494.2% | +10.5% | +483.7% | +443.5% |
| 5Y | +1,036.1% | +2.6% | +1,033.6% | +1,002.9% |
| 10Y | +3,599.0% | +22.4% | +3,576.6% | +4,239.8% |
| All | +4,318.2% | +26.8% | +4,291.5% | +5,489.7% |
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