-68.9%
S vs VTEB
+0.8%
-69.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +3.4% |
| 7D | +0.1% | -1.2% | +1.3% | +2.7% |
| 30D | -11.8% | -2.9% | -8.9% | -6.0% |
| 3M | +33.9% | -3.2% | +37.1% | +43.8% |
| 6M | +40.1% | -2.6% | +42.7% | +48.8% |
| YTD | +32.1% | -1.8% | +33.9% | +38.0% |
| 1Y | +11.0% | +0.2% | +10.8% | +11.2% |
| 3Y | +16.9% | +8.2% | +8.7% | -4.9% |
| 5Y | -68.9% | +0.8% | -69.8% | -73.9% |
| All | -68.9% | +0.8% | -69.7% | -73.9% |
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