+422.7%
PR vs VTEB
+2.3%
+420.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.7% |
| 30D | +17.4% | -1.6% | +19.0% | +16.5% |
| 3M | +21.8% | -2.0% | +23.7% | +20.8% |
| 6M | +27.6% | -1.7% | +29.3% | +26.9% |
| YTD | +71.4% | -0.6% | +72.0% | +70.8% |
| 1Y | +78.3% | +1.8% | +76.5% | +78.3% |
| 3Y | +85.5% | +9.6% | +75.9% | +84.2% |
| 5Y | +422.7% | +2.1% | +420.6% | +288.2% |
| All | +422.7% | +2.3% | +420.3% | +288.2% |
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 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