-53.1%
TE vs VTEB
+6.8%
-59.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.7% |
| 30D | -5.9% | -2.5% | -3.4% | -4.7% |
| 3M | -45.6% | -3.0% | -42.6% | -44.7% |
| 6M | -43.4% | -2.1% | -41.2% | -42.6% |
| YTD | -31.0% | -1.5% | -29.5% | -30.2% |
| 1Y | +145.2% | +0.2% | +145.0% | +146.8% |
| 3Y | -24.1% | +8.6% | -32.6% | -26.8% |
| 5Y | -48.1% | +1.2% | -49.3% | -49.7% |
| All | -53.1% | +6.8% | -59.9% | -54.0% |
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