+89.2%
USB vs VTEB
+22.5%
+66.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +0.8% | +1.1% | -0.4% | 0.0% |
| 30D | +6.8% | +4.5% | +2.3% | +3.9% |
| 3M | -3.8% | -0.2% | -3.6% | -3.7% |
| 6M | +11.7% | -0.2% | +11.9% | +11.9% |
| YTD | +17.5% | +0.8% | +16.6% | +16.9% |
| 1Y | +33.8% | +1.3% | +32.5% | +32.7% |
| 3Y | +104.2% | +12.2% | +92.0% | +89.7% |
| 5Y | +26.4% | +3.8% | +22.6% | +22.7% |
| 10Y | +89.2% | +23.1% | +66.1% | +144.3% |
| All | +89.2% | +22.5% | +66.7% | +144.3% |
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