+284.9%
IR vs VTEB
+21.0%
+263.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.6% | -0.2% | +0.9% | +0.8% |
| 30D | -13.6% | -1.6% | -12.0% | -12.5% |
| 3M | +3.7% | -2.0% | +5.7% | +5.4% |
| 6M | -13.1% | -1.7% | -11.4% | -11.8% |
| YTD | -5.1% | -0.6% | -4.5% | -4.5% |
| 1Y | -6.5% | +1.8% | -8.3% | -7.4% |
| 3Y | +8.5% | +9.6% | -1.1% | +1.2% |
| 5Y | +43.3% | +2.1% | +41.2% | +40.4% |
| All | +284.9% | +21.0% | +263.9% | +387.3% |
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