-14.4%
SMR vs VTEB
+4.1%
-18.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.0% | -16.2% |
| 7D | -11.2% | -0.9% | -10.3% | -9.9% |
| 30D | -10.2% | -2.5% | -7.7% | -6.6% |
| 3M | -10.0% | -3.0% | -7.1% | -5.6% |
| 6M | -30.5% | -2.1% | -28.3% | -27.6% |
| YTD | -39.2% | -1.5% | -37.7% | -37.1% |
| 1Y | -75.5% | +0.2% | -75.7% | -75.1% |
| 3Y | +45.4% | +8.6% | +36.9% | +31.0% |
| All | -14.4% | +4.1% | -18.5% | -14.2% |
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