+171.2%
IBM vs VTEB
+26.6%
+144.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -1.5% | -1.6% | +0.1% | -0.4% |
| 3M | -16.8% | -2.0% | -14.8% | -15.7% |
| 6M | -9.0% | -1.7% | -7.3% | -8.0% |
| YTD | -20.1% | -0.6% | -19.5% | -19.7% |
| 1Y | -7.0% | +1.8% | -8.8% | -7.9% |
| 3Y | +72.4% | +9.6% | +62.8% | +63.2% |
| 5Y | +112.0% | +2.1% | +109.9% | +109.5% |
| 10Y | +131.6% | +18.9% | +112.6% | +144.8% |
| All | +171.2% | +26.6% | +144.6% | +236.4% |
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 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