+143.8%
IBM vs VTEB
+17.9%
+125.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.7% |
| 7D | +3.6% | -0.9% | +4.5% | +4.3% |
| 30D | +3.1% | -2.5% | +5.6% | +5.0% |
| 3M | -10.8% | -3.0% | -7.9% | -8.9% |
| 6M | -0.8% | -2.1% | +1.3% | +0.8% |
| YTD | -16.2% | -1.5% | -14.7% | -15.2% |
| 1Y | -2.9% | +0.2% | -3.0% | -2.8% |
| 3Y | +79.8% | +8.6% | +71.3% | +70.0% |
| 5Y | +124.9% | +1.2% | +123.7% | +123.5% |
| All | +143.8% | +17.9% | +125.9% | +151.1% |
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