+213.7%
ICE vs VTEB
+17.9%
+195.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.7% |
| 7D | -2.4% | -0.9% | -1.5% | -1.6% |
| 30D | +4.0% | -2.5% | +6.5% | +6.2% |
| 3M | +13.7% | -3.0% | +16.6% | +16.5% |
| 6M | +0.9% | -2.1% | +3.1% | +2.7% |
| YTD | -2.1% | -1.5% | -0.7% | -0.9% |
| 1Y | -9.5% | +0.2% | -9.7% | -9.7% |
| 3Y | +42.1% | +8.6% | +33.5% | +32.8% |
| 5Y | +41.4% | +1.2% | +40.2% | +39.0% |
| All | +213.7% | +17.9% | +195.8% | +260.7% |
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