+79.0%
PL vs VTEB
+2.3%
+76.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -7.5% | -0.2% | -7.3% | -7.0% |
| 30D | -25.6% | -1.6% | -24.0% | -22.5% |
| 3M | -45.6% | -2.0% | -43.6% | -42.7% |
| 6M | -29.5% | -1.7% | -27.9% | -26.2% |
| YTD | -9.7% | -0.6% | -9.1% | -8.0% |
| 1Y | +84.4% | +1.8% | +82.5% | +76.3% |
| 3Y | +550.0% | +9.6% | +540.4% | +424.1% |
| 5Y | +79.0% | +2.1% | +76.9% | +12.8% |
| All | +79.0% | +2.3% | +76.7% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling