-48.8%
IT vs VTEB
+8.6%
-57.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.0% |
| 7D | -3.7% | -0.9% | -2.7% | -3.0% |
| 30D | +0.1% | -2.5% | +2.6% | +2.1% |
| 3M | +20.7% | -3.0% | +23.6% | +23.4% |
| 6M | +12.0% | -2.1% | +14.1% | +13.8% |
| YTD | -28.8% | -1.5% | -27.3% | -28.0% |
| 1Y | -25.5% | +0.2% | -25.7% | -25.5% |
| 3Y | -48.8% | +8.6% | -57.3% | -56.5% |
| All | -48.8% | +8.6% | -57.3% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling