+60.5%
HAS vs VTEB
+17.9%
+42.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.1% |
| 7D | -1.1% | -0.9% | -0.1% | 0.0% |
| 30D | -2.8% | -2.5% | -0.3% | +0.1% |
| 3M | +10.1% | -3.0% | +13.1% | +14.0% |
| 6M | -1.4% | -2.1% | +0.8% | +1.1% |
| YTD | +14.2% | -1.5% | +15.7% | +16.2% |
| 1Y | +18.2% | +0.2% | +18.0% | +18.0% |
| 3Y | +48.6% | +8.6% | +40.0% | +35.9% |
| 5Y | +14.2% | +1.2% | +13.0% | +13.1% |
| All | +60.5% | +17.9% | +42.6% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling