+335.4%
RF vs VTEB
+17.5%
+317.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.1% |
| 30D | -4.3% | -2.9% | -1.4% | -3.0% |
| 3M | +5.9% | -3.2% | +9.0% | +7.4% |
| 6M | +14.1% | -2.6% | +16.8% | +15.5% |
| YTD | +13.8% | -1.8% | +15.6% | +14.8% |
| 1Y | +15.2% | +0.2% | +15.0% | +15.2% |
| 3Y | +90.6% | +8.2% | +82.4% | +83.5% |
| 5Y | +88.9% | +0.8% | +88.1% | +86.9% |
| All | +335.4% | +17.5% | +317.9% | +533.2% |
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 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