+171.3%
SAP vs VTEB
+17.5%
+153.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.6% |
| 7D | -5.1% | -1.2% | -3.9% | -3.6% |
| 30D | -1.8% | -2.9% | +1.1% | +1.8% |
| 3M | +20.9% | -3.2% | +24.1% | +25.9% |
| 6M | +7.0% | -2.6% | +9.6% | +10.8% |
| YTD | -13.7% | -1.8% | -11.9% | -11.5% |
| 1Y | -19.6% | +0.2% | -19.8% | -19.4% |
| 3Y | +52.4% | +8.2% | +44.2% | +39.3% |
| 5Y | +54.4% | +0.8% | +53.6% | +52.4% |
| All | +171.3% | +17.5% | +153.9% | +145.2% |
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