-37.5%
U vs VTEB
+5.2%
-42.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | +4.5% | -0.2% | +4.7% | +5.2% |
| 30D | -0.6% | -1.6% | +1.0% | +5.0% |
| 3M | +48.4% | -2.0% | +50.4% | +59.2% |
| 6M | +115.4% | -1.7% | +117.1% | +129.4% |
| YTD | -3.2% | -0.6% | -2.6% | -0.8% |
| 1Y | -6.0% | +1.8% | -7.9% | -11.5% |
| 3Y | +13.5% | +9.6% | +3.9% | -22.6% |
| 5Y | -68.0% | +2.1% | -70.1% | -66.2% |
| All | -37.5% | +5.2% | -42.7% | -61.8% |
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