+72.8%
MSFT vs VTEB
+0.9%
+71.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.8% |
| 7D | -3.5% | -1.2% | -2.2% | -2.4% |
| 30D | -2.1% | -2.9% | +0.8% | +0.5% |
| 3M | +24.2% | -3.2% | +27.3% | +27.7% |
| 6M | +21.9% | -2.6% | +24.5% | +24.8% |
| YTD | +2.5% | -1.8% | +4.3% | +4.2% |
| 1Y | -0.8% | +0.2% | -1.0% | -1.0% |
| 3Y | +50.8% | +8.2% | +42.6% | +35.9% |
| All | +72.8% | +0.9% | +71.9% | +74.7% |
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