+136.1%
USB vs VTEB
+26.7%
+109.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | -1.3% | -1.3% | 0.0% | -0.7% |
| 3M | +15.2% | -2.1% | +17.4% | +16.5% |
| 6M | +18.8% | -1.7% | +20.5% | +19.8% |
| YTD | +21.0% | -0.6% | +21.6% | +21.4% |
| 1Y | +34.0% | +3.1% | +30.9% | +32.2% |
| 3Y | +95.3% | +9.2% | +86.1% | +86.8% |
| 5Y | +40.4% | +2.2% | +38.2% | +37.8% |
| 10Y | +107.3% | +18.8% | +88.5% | +157.8% |
| All | +136.1% | +26.7% | +109.4% | +272.1% |
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