+485.4%
P vs VTEB
+25.8%
+459.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +6.5% | -0.8% | +7.3% | +7.1% |
| 30D | +18.8% | -1.3% | +20.2% | +20.1% |
| 3M | +26.7% | -2.1% | +28.9% | +28.9% |
| 6M | +62.2% | -1.7% | +63.9% | +64.3% |
| YTD | +48.5% | -0.6% | +49.1% | +49.3% |
| 1Y | +26.4% | +3.1% | +23.3% | +23.8% |
| 3Y | +159.4% | +9.2% | +150.2% | +141.9% |
| 5Y | +275.8% | +2.2% | +273.6% | +267.0% |
| 10Y | +732.0% | +18.8% | +713.2% | +859.0% |
| All | +485.4% | +25.8% | +459.6% | +690.9% |
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