+15.6%
SPYG vs VTEB
-2.8%
+18.4%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | +1.2% |
| 7D | -1.8% | -1.2% | -0.6% | +1.7% |
| 30D | -1.9% | -2.9% | +0.9% | +7.0% |
| 3M | +5.2% | -3.2% | +8.3% | +15.9% |
| 6M | +15.6% | -2.6% | +18.2% | +25.6% |
| All | +15.6% | -2.8% | +18.4% | +25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling