-35.7%
U vs VTEB
+4.3%
-40.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +3.3% |
| 7D | +5.5% | -0.9% | +6.4% | +8.9% |
| 30D | -1.3% | -2.5% | +1.2% | +7.6% |
| 3M | +64.6% | -3.0% | +67.5% | +82.5% |
| 6M | +119.4% | -2.1% | +121.5% | +137.4% |
| YTD | -0.5% | -1.5% | +1.0% | +5.2% |
| 1Y | +1.3% | +0.2% | +1.1% | +1.0% |
| 3Y | +15.6% | +8.6% | +7.1% | -18.5% |
| 5Y | -67.5% | +1.2% | -68.7% | -64.7% |
| All | -35.7% | +4.3% | -40.0% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling