+273.7%
IR vs VTEB
+19.9%
+253.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -4.5% | -0.9% | -3.6% | -3.8% |
| 30D | -13.9% | -2.5% | -11.4% | -12.2% |
| 3M | -0.3% | -3.0% | +2.6% | +2.1% |
| 6M | -14.3% | -2.1% | -12.2% | -12.7% |
| YTD | -7.9% | -1.5% | -6.4% | -6.6% |
| 1Y | -9.9% | +0.2% | -10.1% | -9.7% |
| 3Y | +6.5% | +8.6% | -2.0% | +0.1% |
| 5Y | +34.0% | +1.2% | +32.8% | +32.3% |
| All | +273.7% | +19.9% | +253.8% | +376.6% |
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