-53.4%
TE vs VTEB
+6.4%
-59.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.3% |
| 7D | +0.9% | -1.2% | +2.1% | +1.6% |
| 30D | -16.3% | -2.9% | -13.4% | -15.0% |
| 3M | -40.8% | -3.2% | -37.6% | -39.7% |
| 6M | -42.6% | -2.6% | -40.0% | -41.7% |
| YTD | -31.4% | -1.8% | -29.6% | -30.5% |
| 1Y | +144.9% | +0.2% | +144.7% | +146.7% |
| 3Y | -26.0% | +8.2% | -34.2% | -28.6% |
| 5Y | -48.5% | +0.8% | -49.3% | -49.9% |
| All | -53.4% | +6.4% | -59.8% | -54.2% |
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