-5.0%
O vs VTEB
-2.1%
-2.9%
-7.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -2.3% | -0.7% | -1.6% | -1.4% |
| 30D | -2.4% | -2.1% | -0.4% | +0.1% |
| 3M | -0.6% | -2.7% | +2.1% | +2.8% |
| 6M | -5.0% | -2.1% | -2.9% | -2.6% |
| All | -5.0% | -2.1% | -2.9% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling