-13.0%
VFC vs VTEB
+0.4%
-13.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +3.1% |
| 7D | -1.4% | -0.9% | -0.5% | +2.0% |
| 30D | -9.0% | -2.5% | -6.5% | -0.2% |
| 3M | -24.2% | -3.0% | -21.2% | -16.2% |
| 6M | -18.5% | -2.1% | -16.4% | -11.6% |
| YTD | -25.9% | -1.5% | -24.4% | -16.5% |
| 1Y | -13.0% | +0.2% | -13.2% | -2.7% |
| All | -13.0% | +0.4% | -13.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling