+502.7%
OKE vs VTEB
+25.5%
+477.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.7% |
| 7D | +1.2% | -0.9% | +2.2% | +2.0% |
| 30D | +4.5% | -2.5% | +7.0% | +6.6% |
| 3M | +9.6% | -3.0% | +12.6% | +12.2% |
| 6M | +15.4% | -2.1% | +17.5% | +17.2% |
| YTD | +36.5% | -1.5% | +37.9% | +37.8% |
| 1Y | +39.0% | +0.2% | +38.8% | +38.2% |
| 3Y | +74.3% | +8.6% | +65.7% | +60.0% |
| 5Y | +141.2% | +1.2% | +140.0% | +136.6% |
| 10Y | +262.1% | +18.1% | +244.0% | +344.2% |
| All | +502.7% | +25.5% | +477.2% | +879.6% |
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 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