+125.3%
T vs VTEB
+26.0%
+99.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.7% |
| 30D | +4.6% | -2.1% | +6.6% | +5.8% |
| 3M | +12.2% | -2.7% | +14.9% | +13.9% |
| 6M | -6.5% | -2.1% | -4.3% | -5.4% |
| YTD | +4.9% | -1.1% | +6.0% | +5.5% |
| 1Y | -10.5% | +1.3% | -11.8% | -11.3% |
| 3Y | +104.6% | +9.0% | +95.6% | +93.7% |
| 5Y | +64.2% | +1.5% | +62.7% | +62.4% |
| 10Y | +68.4% | +18.5% | +49.9% | +71.9% |
| All | +125.3% | +26.0% | +99.3% | +151.8% |
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 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