+553.4%
SE vs VTEB
+16.8%
+536.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.8% |
| 7D | -5.2% | -0.9% | -4.3% | -4.1% |
| 30D | -17.1% | -2.5% | -14.6% | -14.2% |
| 3M | +24.0% | -3.0% | +26.9% | +29.1% |
| 6M | +21.0% | -2.1% | +23.1% | +24.7% |
| YTD | -16.7% | -1.5% | -15.2% | -14.6% |
| 1Y | -45.9% | +0.2% | -46.1% | -45.7% |
| 3Y | +177.8% | +8.6% | +169.3% | +147.9% |
| 5Y | -67.4% | +1.2% | -68.6% | -68.2% |
| All | +553.4% | +16.8% | +536.6% | +498.5% |
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