+698.4%
ON vs VTEB
+26.0%
+672.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -1.9% | -0.7% | -1.2% | -1.0% |
| 30D | -11.0% | -2.1% | -9.0% | -8.5% |
| 3M | -39.3% | -2.7% | -36.7% | -37.1% |
| 6M | +19.8% | -2.1% | +21.9% | +23.5% |
| YTD | +31.1% | -1.1% | +32.2% | +33.5% |
| 1Y | +46.0% | +1.3% | +44.7% | +44.1% |
| 3Y | -27.5% | +9.0% | -36.5% | -35.3% |
| 5Y | +56.9% | +1.5% | +55.4% | +52.2% |
| 10Y | +591.8% | +18.5% | +573.3% | +677.0% |
| All | +698.4% | +26.0% | +672.5% | +1,044.5% |
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