+213.6%
RF vs VTEB
+23.2%
+190.5%
-60.7%
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% | +1.4% |
| 7D | +1.9% | -1.2% | +3.2% | +2.6% |
| 30D | +7.3% | +2.5% | +4.9% | +5.9% |
| 3M | -7.9% | -1.7% | -6.2% | -7.1% |
| 6M | +10.5% | -1.2% | +11.8% | +11.3% |
| YTD | +9.6% | -0.5% | +10.1% | +9.9% |
| 1Y | +20.3% | -0.1% | +20.4% | +20.4% |
| 3Y | +119.5% | +10.5% | +109.1% | +107.5% |
| 5Y | +48.2% | +2.6% | +45.6% | +45.3% |
| All | +213.6% | +23.2% | +190.5% | +391.6% |
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