+278.3%
SAP vs VTEB
+26.6%
+251.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.3% | -0.2% | 0.0% | 0.0% |
| 30D | +2.6% | -1.6% | +4.2% | +4.5% |
| 3M | +16.3% | -2.0% | +18.2% | +19.0% |
| 6M | +6.4% | -1.7% | +8.1% | +8.6% |
| YTD | -11.4% | -0.6% | -10.8% | -10.6% |
| 1Y | -20.4% | +1.8% | -22.2% | -21.7% |
| 3Y | +56.5% | +9.6% | +46.9% | +42.5% |
| 5Y | +56.8% | +2.1% | +54.7% | +52.5% |
| 10Y | +176.2% | +18.9% | +157.3% | +163.3% |
| All | +278.3% | +26.6% | +251.7% | +320.7% |
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