+83.0%
PL vs VTEB
+2.8%
+80.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.4% |
| 7D | -9.3% | -0.8% | -8.5% | -7.5% |
| 30D | -18.9% | -1.3% | -17.6% | -16.1% |
| 3M | -58.4% | -2.1% | -56.2% | -55.9% |
| 6M | -30.3% | -1.7% | -28.6% | -27.1% |
| YTD | -8.1% | -0.6% | -7.5% | -6.5% |
| 1Y | +180.5% | +3.1% | +177.4% | +162.1% |
| 3Y | +444.1% | +9.2% | +434.9% | +343.4% |
| 5Y | +83.0% | +2.2% | +80.9% | +29.0% |
| All | +83.0% | +2.8% | +80.3% | +29.2% |
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