-32.3%
TWLO vs VTEB
+1.2%
-33.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.3% |
| 7D | -2.4% | -0.9% | -1.5% | -0.7% |
| 30D | -7.8% | -2.5% | -5.3% | -3.0% |
| 3M | +10.0% | -3.0% | +13.0% | +17.0% |
| 6M | +79.5% | -2.1% | +81.6% | +87.8% |
| YTD | +59.8% | -1.5% | +61.3% | +65.3% |
| 1Y | +121.7% | +0.2% | +121.5% | +122.2% |
| 3Y | +240.8% | +8.6% | +232.3% | +182.7% |
| All | -32.3% | +1.2% | -33.6% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling