+878.4%
MSFT vs VTEB
+17.9%
+860.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | +0.8% | -2.5% | +3.3% | +2.9% |
| 3M | +27.2% | -3.0% | +30.2% | +30.4% |
| 6M | +22.9% | -2.1% | +25.0% | +25.1% |
| YTD | +3.1% | -1.5% | +4.6% | +4.4% |
| 1Y | -0.3% | +0.2% | -0.4% | -0.4% |
| 3Y | +50.1% | +8.6% | +41.5% | +39.4% |
| 5Y | +74.6% | +1.2% | +73.4% | +71.4% |
| All | +878.4% | +17.9% | +860.5% | +869.3% |
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