+73.9%
PL vs VTEB
+2.2%
+71.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.0% |
| 7D | -13.9% | -0.7% | -13.2% | -12.3% |
| 30D | -25.5% | -2.1% | -23.4% | -21.4% |
| 3M | -44.8% | -2.7% | -42.1% | -40.8% |
| 6M | -33.3% | -2.1% | -31.2% | -29.4% |
| YTD | -12.7% | -1.1% | -11.6% | -9.8% |
| 1Y | +90.9% | +1.3% | +89.6% | +85.0% |
| 3Y | +528.5% | +9.0% | +519.5% | +415.3% |
| 5Y | +72.7% | +1.5% | +71.2% | +23.5% |
| All | +73.9% | +2.2% | +71.8% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling