+422.4%
LIN vs VTEB
+23.4%
+399.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +2.0% | +0.7% | +1.3% | +1.4% |
| 30D | +7.9% | +4.0% | +3.8% | +4.3% |
| 3M | +6.3% | -0.5% | +6.8% | +6.8% |
| 6M | +6.5% | -0.6% | +7.1% | +7.1% |
| YTD | +23.6% | +0.4% | +23.1% | +23.2% |
| 1Y | +25.7% | +0.8% | +24.9% | +24.9% |
| 3Y | +35.6% | +11.5% | +24.2% | +23.4% |
| 5Y | +65.9% | +3.4% | +62.4% | +60.6% |
| All | +422.4% | +23.4% | +399.0% | +424.7% |
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