+427.1%
SPGI vs VTEB
+26.0%
+401.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.0% |
| 7D | -3.1% | -0.7% | -2.4% | -2.4% |
| 30D | +2.0% | -2.1% | +4.1% | +4.3% |
| 3M | +4.3% | -2.7% | +7.0% | +7.3% |
| 6M | -0.2% | -2.1% | +1.9% | +2.1% |
| YTD | -14.8% | -1.1% | -13.7% | -13.7% |
| 1Y | -18.5% | +1.3% | -19.9% | -19.5% |
| 3Y | +16.0% | +9.0% | +7.0% | +6.4% |
| 5Y | +2.2% | +1.5% | +0.7% | -0.8% |
| 10Y | +296.4% | +18.5% | +277.9% | +330.9% |
| All | +427.1% | +26.0% | +401.2% | +600.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling