+34.3%
IR vs VTEB
+0.8%
+33.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | 0.0% |
| 7D | -3.1% | -1.2% | -1.8% | -1.9% |
| 30D | -14.0% | -2.9% | -11.1% | -11.6% |
| 3M | +3.7% | -3.2% | +6.9% | +7.0% |
| 6M | -15.4% | -2.6% | -12.7% | -13.0% |
| YTD | -7.7% | -1.8% | -5.8% | -5.6% |
| 1Y | -8.8% | +0.2% | -9.0% | -8.1% |
| 3Y | +5.6% | +8.2% | -2.6% | -1.9% |
| 5Y | +34.3% | +0.8% | +33.5% | +28.2% |
| All | +34.3% | +0.8% | +33.6% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling