+386.2%
ISRG vs VTEB
+17.9%
+368.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.1% |
| 7D | +0.7% | -0.9% | +1.6% | +1.6% |
| 30D | -8.0% | -2.5% | -5.5% | -5.7% |
| 3M | -10.6% | -3.0% | -7.6% | -7.9% |
| 6M | -25.1% | -2.1% | -23.0% | -23.4% |
| YTD | -34.8% | -1.5% | -33.3% | -33.8% |
| 1Y | -19.0% | +0.2% | -19.2% | -19.0% |
| 3Y | +22.1% | +8.6% | +13.5% | +12.5% |
| 5Y | +8.2% | +1.2% | +7.0% | +6.1% |
| All | +386.2% | +17.9% | +368.3% | +419.9% |
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