+455.6%
ORLY vs VTEB
+25.5%
+430.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | -2.4% | -0.9% | -1.4% | -1.5% |
| 30D | -6.8% | -2.5% | -4.3% | -4.4% |
| 3M | -4.8% | -3.0% | -1.8% | -1.9% |
| 6M | -9.1% | -2.1% | -7.0% | -7.2% |
| YTD | -5.9% | -1.5% | -4.4% | -4.5% |
| 1Y | -20.4% | +0.2% | -20.6% | -20.5% |
| 3Y | +36.6% | +8.6% | +28.0% | +25.5% |
| 5Y | +117.3% | +1.2% | +116.1% | +115.6% |
| 10Y | +362.7% | +18.1% | +344.6% | +361.6% |
| All | +455.6% | +25.5% | +430.1% | +549.3% |
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