+414.4%
SPYG vs VTEB
+17.9%
+396.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.2% |
| 30D | -1.5% | -2.5% | +1.0% | +0.5% |
| 3M | +3.7% | -3.0% | +6.7% | +6.3% |
| 6M | +16.4% | -2.1% | +18.5% | +18.5% |
| YTD | +13.3% | -1.5% | +14.8% | +14.8% |
| 1Y | +17.9% | +0.2% | +17.7% | +17.9% |
| 3Y | +98.3% | +8.6% | +89.8% | +85.8% |
| 5Y | +86.4% | +1.2% | +85.2% | +83.3% |
| All | +414.4% | +17.9% | +396.5% | +421.8% |
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