+84.9%
USB vs VTEB
+22.3%
+62.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | +6.4% | +4.0% | +2.4% | +3.8% |
| 3M | -4.5% | -0.5% | -4.0% | -4.2% |
| 6M | +11.4% | -0.6% | +12.0% | +11.8% |
| YTD | +17.1% | +0.4% | +16.7% | +16.8% |
| 1Y | +32.6% | +0.8% | +31.8% | +32.0% |
| 3Y | +101.8% | +11.5% | +90.4% | +88.1% |
| 5Y | +25.1% | +3.4% | +21.7% | +21.7% |
| 10Y | +84.9% | +23.5% | +61.3% | +139.8% |
| All | +84.9% | +22.3% | +62.6% | +139.8% |
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 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