-10.1%
MSCI vs VTEB
+1.5%
-11.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.4% |
| 7D | -1.1% | -0.7% | -0.4% | 0.0% |
| 30D | -1.2% | -2.1% | +0.9% | +2.3% |
| 3M | -8.4% | -2.7% | -5.7% | -4.2% |
| 6M | -1.0% | -2.1% | +1.1% | +2.5% |
| YTD | -2.3% | -1.1% | -1.1% | -0.4% |
| 1Y | -1.2% | +1.3% | -2.5% | -3.2% |
| 3Y | +7.9% | +9.0% | -1.1% | -8.0% |
| 5Y | -10.1% | +1.5% | -11.6% | -18.6% |
| All | -10.1% | +1.5% | -11.6% | -18.6% |
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