+454.6%
HCA vs VTEB
+25.5%
+429.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +5.4% | -0.9% | +6.3% | +6.2% |
| 30D | +3.0% | -2.5% | +5.5% | +5.0% |
| 3M | +13.0% | -3.0% | +16.0% | +15.7% |
| 6M | -20.3% | -2.1% | -18.1% | -18.9% |
| YTD | -8.2% | -1.5% | -6.7% | -7.2% |
| 1Y | +6.7% | +0.2% | +6.5% | +6.5% |
| 3Y | +60.4% | +8.6% | +51.8% | +51.0% |
| 5Y | +73.4% | +1.2% | +72.2% | +69.7% |
| 10Y | +506.9% | +18.1% | +488.9% | +558.1% |
| All | +454.6% | +25.5% | +429.1% | +531.8% |
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