+596.7%
NDAQ vs VTEB
+26.6%
+570.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.6% | -0.2% | -2.3% | -2.4% |
| 30D | +0.5% | -1.6% | +2.1% | +1.7% |
| 3M | +9.9% | -2.0% | +11.9% | +11.6% |
| 6M | +8.2% | -1.7% | +9.9% | +9.6% |
| YTD | -1.5% | -0.6% | -0.9% | -1.0% |
| 1Y | +1.3% | +1.8% | -0.5% | -0.1% |
| 3Y | +92.6% | +9.6% | +83.0% | +79.4% |
| 5Y | +53.8% | +2.1% | +51.8% | +50.6% |
| 10Y | +376.0% | +18.9% | +357.0% | +404.7% |
| All | +596.7% | +26.6% | +570.0% | +792.2% |
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