-10.3%
TLT vs VTEB
+26.0%
-36.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | +0.6% |
| 30D | 0.0% | -2.1% | +2.0% | +2.6% |
| 3M | -2.9% | -2.7% | -0.2% | +0.5% |
| 6M | -6.3% | -2.1% | -4.2% | -3.7% |
| YTD | -3.3% | -1.1% | -2.2% | -1.9% |
| 1Y | -4.2% | +1.3% | -5.5% | -5.6% |
| 3Y | -1.7% | +9.0% | -10.7% | -10.1% |
| 5Y | -34.9% | +1.5% | -36.4% | -37.1% |
| 10Y | -19.8% | +18.5% | -38.3% | -40.2% |
| All | -10.3% | +26.0% | -36.3% | -46.1% |
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