-0.3%
MSFT vs VTEB
+0.4%
-0.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | -0.8% | -0.9% | +0.1% | 0.0% |
| 30D | +0.8% | -2.5% | +3.3% | +3.4% |
| 3M | +27.2% | -3.0% | +30.2% | +31.0% |
| 6M | +22.9% | -2.1% | +25.0% | +24.6% |
| YTD | +3.1% | -1.5% | +4.6% | +3.8% |
| 1Y | -0.3% | +0.2% | -0.4% | +1.4% |
| All | -0.3% | +0.4% | -0.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling