-78.3%
VFC vs VTEB
+1.2%
-79.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +3.5% |
| 7D | -1.4% | -0.9% | -0.5% | +0.9% |
| 30D | -9.0% | -2.5% | -6.5% | -3.2% |
| 3M | -24.2% | -3.0% | -21.2% | -18.4% |
| 6M | -18.5% | -2.1% | -16.4% | -13.8% |
| YTD | -25.9% | -1.5% | -24.4% | -22.7% |
| 1Y | -13.0% | +0.2% | -13.2% | -12.7% |
| 3Y | -20.3% | +8.6% | -28.9% | -32.2% |
| All | -78.3% | +1.2% | -79.5% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling