+465.8%
LIN vs VTEB
+26.7%
+439.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | -0.8% | -1.4% | -1.5% |
| 30D | -2.4% | -1.3% | -1.1% | -1.4% |
| 3M | -5.6% | -2.1% | -3.4% | -4.0% |
| 6M | -3.4% | -1.7% | -1.7% | -2.1% |
| YTD | +13.1% | -0.6% | +13.7% | +13.6% |
| 1Y | +2.5% | +3.1% | -0.6% | +0.2% |
| 3Y | +27.6% | +9.2% | +18.4% | +19.3% |
| 5Y | +63.0% | +2.2% | +60.9% | +59.7% |
| 10Y | +359.3% | +18.8% | +340.5% | +370.6% |
| All | +465.8% | +26.7% | +439.1% | +579.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling