+5.6%
MSCI vs VTEB
+2.5%
+3.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.8% |
| 7D | +3.0% | -1.2% | +4.2% | +5.0% |
| 30D | +17.8% | +2.5% | +15.3% | +13.2% |
| 3M | +15.2% | -1.7% | +16.9% | +18.5% |
| 6M | +16.5% | -1.2% | +17.7% | +19.0% |
| YTD | +16.4% | -0.5% | +16.8% | +17.4% |
| 1Y | +16.8% | -0.1% | +16.9% | +17.1% |
| 3Y | +35.8% | +10.5% | +25.3% | +12.6% |
| All | +5.6% | +2.5% | +3.1% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling