+535.1%
HALO vs VTEB
+25.5%
+509.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.1% |
| 30D | +5.3% | -2.5% | +7.8% | +7.1% |
| 3M | +51.6% | -3.0% | +54.5% | +54.7% |
| 6M | +61.3% | -2.1% | +63.4% | +63.7% |
| YTD | +59.3% | -1.5% | +60.8% | +61.0% |
| 1Y | +38.3% | +0.2% | +38.1% | +38.3% |
| 3Y | +185.9% | +8.6% | +177.3% | +171.7% |
| 5Y | +159.9% | +1.2% | +158.7% | +155.2% |
| 10Y | +965.6% | +18.1% | +947.5% | +1,260.7% |
| All | +535.1% | +25.5% | +509.6% | +972.3% |
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