+84.5%
PR vs VTEB
+23.2%
+61.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +0.7% |
| 7D | +6.0% | -1.2% | +7.2% | +4.0% |
| 30D | -4.2% | +2.5% | -6.7% | -0.4% |
| 3M | +10.0% | -1.7% | +11.6% | +6.9% |
| 6M | +15.6% | -1.2% | +16.8% | +13.4% |
| YTD | +68.2% | -0.5% | +68.7% | +67.2% |
| 1Y | +79.2% | -0.1% | +79.3% | +79.3% |
| 3Y | +94.9% | +10.5% | +84.5% | +129.9% |
| 5Y | +272.8% | +2.6% | +270.2% | +273.8% |
| All | +84.5% | +23.2% | +61.3% | +165.0% |
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