+86.2%
PR vs VTEB
+18.2%
+68.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -1.0% |
| 7D | -0.8% | -0.7% | -0.1% | -1.9% |
| 30D | +11.3% | -2.1% | +13.3% | +7.6% |
| 3M | +24.1% | -2.7% | +26.7% | +19.1% |
| 6M | +25.4% | -2.1% | +27.5% | +21.6% |
| YTD | +71.2% | -1.1% | +72.3% | +68.7% |
| 1Y | +78.6% | +1.3% | +77.3% | +82.8% |
| 3Y | +85.2% | +9.0% | +76.3% | +113.3% |
| 5Y | +419.0% | +1.5% | +417.5% | +412.2% |
| 10Y | +86.2% | +18.5% | +67.7% | +129.5% |
| All | +86.2% | +18.2% | +68.0% | +129.5% |
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