+6,289.9%
FIX vs VTEB
+26.7%
+6,263.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -0.8% | +6.8% | +6.8% |
| 30D | -7.2% | -1.3% | -5.9% | -6.1% |
| 3M | -15.9% | -2.1% | -13.7% | -14.2% |
| 6M | +12.7% | -1.7% | +14.4% | +14.6% |
| YTD | +72.8% | -0.6% | +73.4% | +73.9% |
| 1Y | +122.9% | +3.1% | +119.8% | +117.7% |
| 3Y | +774.3% | +9.2% | +765.1% | +708.4% |
| 5Y | +2,049.5% | +2.2% | +2,047.3% | +1,996.0% |
| 10Y | +5,821.5% | +18.8% | +5,802.7% | +6,557.7% |
| All | +6,289.9% | +26.7% | +6,263.2% | +7,999.1% |
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 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