+605.1%
RVMD vs VTEB
+5.8%
+599.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.2% |
| 7D | -3.0% | -0.9% | -2.1% | -2.0% |
| 30D | -0.7% | -2.5% | +1.8% | +2.0% |
| 3M | +36.5% | -3.0% | +39.5% | +41.1% |
| 6M | +104.6% | -2.1% | +106.7% | +109.7% |
| YTD | +155.8% | -1.5% | +157.3% | +160.5% |
| 1Y | +340.7% | +0.2% | +340.5% | +341.3% |
| 3Y | +519.9% | +8.6% | +511.4% | +467.8% |
| 5Y | +584.9% | +1.2% | +583.7% | +560.3% |
| All | +605.1% | +5.8% | +599.3% | +678.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling