+39.5%
PL vs VTEB
+3.3%
+36.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | +0.2% |
| 7D | +5.6% | +0.7% | +4.9% | +3.9% |
| 30D | -16.9% | +4.0% | -21.0% | -24.6% |
| 3M | -38.2% | -0.5% | -37.7% | -37.1% |
| 6M | -63.4% | -0.6% | -62.8% | -62.5% |
| YTD | -27.6% | +0.4% | -28.1% | -27.9% |
| 1Y | +6.6% | +0.8% | +5.8% | +5.2% |
| 3Y | +557.6% | +11.5% | +546.2% | +409.8% |
| 5Y | +39.5% | +3.4% | +36.0% | -32.8% |
| All | +39.5% | +3.3% | +36.2% | -32.8% |
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