+689.7%
TWLO vs VTEB
+18.8%
+670.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.0% |
| 7D | -2.4% | -0.9% | -1.5% | -1.5% |
| 30D | -7.8% | -2.5% | -5.3% | -5.4% |
| 3M | +10.0% | -3.0% | +13.0% | +13.5% |
| 6M | +79.5% | -2.1% | +81.6% | +83.6% |
| YTD | +59.8% | -1.5% | +61.3% | +62.5% |
| 1Y | +121.7% | +0.2% | +121.5% | +121.9% |
| 3Y | +240.8% | +8.6% | +232.3% | +216.3% |
| 5Y | -33.6% | +1.2% | -34.8% | -35.7% |
| 10Y | +306.0% | +18.1% | +287.9% | +315.7% |
| All | +689.7% | +18.8% | +670.9% | +797.1% |
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