+223.8%
PR vs VTEB
+3.7%
+220.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +2.0% |
| 7D | -16.4% | +1.0% | -17.4% | -16.1% |
| 30D | -1.9% | +4.9% | -6.8% | -0.2% |
| 3M | +8.0% | 0.0% | +7.9% | +7.7% |
| 6M | +4.1% | -0.3% | +4.4% | +3.8% |
| YTD | +58.7% | +0.7% | +58.0% | +58.5% |
| 1Y | +75.8% | +1.1% | +74.7% | +75.7% |
| 3Y | +73.2% | +12.7% | +60.5% | +71.5% |
| All | +223.8% | +3.7% | +220.1% | +118.1% |
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