+1,305.6%
MSFT vs VTEB
+26.0%
+1,279.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.5% |
| 30D | -2.7% | -2.1% | -0.6% | -1.2% |
| 3M | +22.1% | -2.7% | +24.8% | +24.5% |
| 6M | +20.6% | -2.1% | +22.7% | +22.5% |
| YTD | +2.3% | -1.1% | +3.4% | +3.2% |
| 1Y | -0.5% | +1.3% | -1.9% | -1.5% |
| 3Y | +50.5% | +9.0% | +41.5% | +40.7% |
| 5Y | +72.3% | +1.5% | +70.8% | +68.7% |
| 10Y | +885.0% | +18.5% | +866.5% | +913.1% |
| All | +1,305.6% | +26.0% | +1,279.7% | +1,667.4% |
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 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