+233.5%
TECH vs VTEB
+26.6%
+206.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.4% |
| 30D | +0.1% | -1.6% | +1.7% | +1.8% |
| 3M | +37.5% | -2.0% | +39.5% | +40.4% |
| 6M | +34.6% | -1.7% | +36.3% | +37.0% |
| YTD | +23.5% | -0.6% | +24.1% | +24.4% |
| 1Y | +34.4% | +1.8% | +32.6% | +32.2% |
| 3Y | +2.3% | +9.6% | -7.3% | -5.9% |
| 5Y | -41.7% | +2.1% | -43.8% | -43.9% |
| 10Y | +177.6% | +18.9% | +158.7% | +188.7% |
| All | +233.5% | +26.6% | +206.9% | +271.4% |
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