+43.0%
SN vs VTEB
+3.1%
+39.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.2% |
| 7D | -9.3% | -0.8% | -8.6% | -6.3% |
| 30D | -4.8% | -1.3% | -3.4% | +0.6% |
| 3M | +40.4% | -2.1% | +42.6% | +52.8% |
| 6M | +50.9% | -1.7% | +52.6% | +59.8% |
| YTD | +54.9% | -0.6% | +55.5% | +68.0% |
| 1Y | +43.0% | +3.1% | +40.0% | +57.9% |
| All | +43.0% | +3.1% | +39.9% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling