+136.0%
GOOG vs VTEB
+1.2%
+134.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.2% |
| 7D | 0.0% | -0.9% | +1.0% | +1.0% |
| 30D | -2.0% | -2.5% | +0.5% | +0.7% |
| 3M | -5.9% | -3.0% | -2.9% | -2.8% |
| 6M | +8.9% | -2.1% | +11.0% | +11.6% |
| YTD | +7.1% | -1.5% | +8.6% | +9.2% |
| 1Y | +39.7% | +0.2% | +39.5% | +40.4% |
| 3Y | +145.8% | +8.6% | +137.3% | +122.2% |
| All | +136.0% | +1.2% | +134.8% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling