+282.9%
SPGI vs VTEB
+17.9%
+265.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | -7.4% | -0.9% | -6.5% | -6.4% |
| 30D | +0.4% | -2.5% | +2.9% | +3.4% |
| 3M | +5.3% | -3.0% | +8.2% | +9.1% |
| 6M | +1.7% | -2.1% | +3.8% | +4.3% |
| YTD | -16.4% | -1.5% | -14.9% | -14.8% |
| 1Y | -20.5% | +0.2% | -20.7% | -20.5% |
| 3Y | +14.2% | +8.6% | +5.7% | +4.1% |
| 5Y | +0.6% | +1.2% | -0.6% | -2.0% |
| All | +282.9% | +17.9% | +265.0% | +307.4% |
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