+1,021.7%
MSCI vs VTEB
+26.7%
+995.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | -0.8% | +1.2% | +1.1% |
| 30D | +0.6% | -1.3% | +1.9% | +1.8% |
| 3M | -7.1% | -2.1% | -4.9% | -5.2% |
| 6M | +0.8% | -1.7% | +2.5% | +2.5% |
| YTD | +1.0% | -0.6% | +1.6% | +1.6% |
| 1Y | +4.3% | +3.1% | +1.2% | +1.6% |
| 3Y | +9.9% | +9.2% | +0.7% | +1.8% |
| 5Y | -6.8% | +2.2% | -8.9% | -10.0% |
| 10Y | +614.7% | +18.8% | +595.9% | +595.7% |
| All | +1,021.7% | +26.7% | +995.0% | +1,233.2% |
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