+108.7%
SPG vs VTEB
+0.8%
+108.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.2% |
| 7D | -2.2% | -1.2% | -1.0% | -0.3% |
| 30D | -5.8% | -2.9% | -2.9% | -1.5% |
| 3M | -2.8% | -3.2% | +0.4% | +2.1% |
| 6M | +8.9% | -2.6% | +11.5% | +13.5% |
| YTD | +14.3% | -1.8% | +16.1% | +17.7% |
| 1Y | +19.5% | +0.2% | +19.3% | +19.5% |
| 3Y | +106.9% | +8.2% | +98.6% | +84.0% |
| 5Y | +108.7% | +0.8% | +107.9% | +83.2% |
| All | +108.7% | +0.8% | +108.0% | +83.2% |
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 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