+185.2%
SITM vs VTEB
+1.2%
+184.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +4.9% |
| 7D | +3.9% | -0.9% | +4.8% | +5.7% |
| 30D | -6.6% | -2.5% | -4.1% | -2.1% |
| 3M | -11.9% | -3.0% | -8.9% | -6.8% |
| 6M | +81.1% | -2.1% | +83.3% | +89.2% |
| YTD | +80.0% | -1.5% | +81.5% | +86.1% |
| 1Y | +145.8% | +0.2% | +145.7% | +147.7% |
| 3Y | +475.9% | +8.6% | +467.3% | +379.9% |
| All | +185.2% | +1.2% | +184.0% | +85.3% |
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 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