+369.0%
LIN vs VTEB
+18.2%
+350.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.1% |
| 7D | -4.0% | -0.7% | -3.3% | -3.4% |
| 30D | -4.9% | -2.1% | -2.9% | -3.3% |
| 3M | -9.2% | -2.7% | -6.5% | -7.1% |
| 6M | -2.6% | -2.1% | -0.4% | -0.8% |
| YTD | +10.5% | -1.1% | +11.6% | +11.6% |
| 1Y | -0.1% | +1.3% | -1.4% | -1.2% |
| 3Y | +25.4% | +9.0% | +16.4% | +16.4% |
| 5Y | +59.7% | +1.5% | +58.2% | +57.1% |
| 10Y | +369.0% | +18.5% | +350.5% | +362.6% |
| All | +369.0% | +18.2% | +350.7% | +362.6% |
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