-18.3%
LEN vs VTEB
-2.1%
-16.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +3.4% |
| 7D | -3.4% | -0.7% | -2.7% | +0.3% |
| 30D | -5.7% | -2.1% | -3.6% | +6.5% |
| 3M | -12.2% | -2.7% | -9.6% | +2.8% |
| 6M | -18.3% | -2.1% | -16.2% | -7.5% |
| All | -18.3% | -2.1% | -16.2% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling