+4,380.2%
FIX vs VTEB
+27.2%
+4,353.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.1% |
| 7D | +17.0% | -0.7% | +17.7% | +17.8% |
| 30D | -30.6% | +2.7% | -33.3% | -32.3% |
| 3M | -35.0% | -1.2% | -33.8% | -34.4% |
| 6M | -44.0% | -1.0% | -43.0% | -43.5% |
| YTD | +21.1% | -0.2% | +21.3% | +21.4% |
| 1Y | +16.3% | +0.1% | +16.2% | +16.3% |
| 3Y | +507.4% | +10.8% | +496.6% | +454.3% |
| 5Y | +1,052.1% | +2.9% | +1,049.2% | +1,015.4% |
| 10Y | +3,650.8% | +22.7% | +3,628.1% | +4,289.2% |
| All | +4,380.2% | +27.2% | +4,353.0% | +5,553.3% |
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