+123.6%
USB vs VTEB
+28.3%
+95.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | +1.0% | -1.0% | -0.5% |
| 30D | +5.8% | +4.9% | +0.9% | +3.4% |
| 3M | -6.0% | 0.0% | -6.0% | -6.0% |
| 6M | +7.8% | -0.3% | +8.0% | +7.9% |
| YTD | +14.6% | +0.7% | +13.8% | +14.2% |
| 1Y | +31.8% | +1.1% | +30.7% | +31.1% |
| 3Y | +91.5% | +12.7% | +78.8% | +80.6% |
| 5Y | +22.0% | +3.9% | +18.2% | +18.8% |
| 10Y | +96.1% | +21.7% | +74.3% | +152.1% |
| All | +123.6% | +28.3% | +95.2% | +250.0% |
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