+89.8%
RF vs VTEB
+2.3%
+87.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -3.4% | -1.6% | -1.8% | -2.8% |
| 3M | +6.4% | -2.0% | +8.3% | +7.2% |
| 6M | +13.4% | -1.7% | +15.1% | +14.1% |
| YTD | +14.2% | -0.6% | +14.8% | +14.6% |
| 1Y | +15.7% | +1.8% | +13.9% | +15.1% |
| 3Y | +91.3% | +9.6% | +81.8% | +82.8% |
| 5Y | +89.8% | +2.1% | +87.7% | +26.2% |
| All | +89.8% | +2.3% | +87.4% | +26.2% |
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