-72.2%
VFC vs VTEB
+26.6%
-98.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | -0.2% | +1.1% | +1.1% |
| 30D | -11.9% | -1.6% | -10.3% | -10.3% |
| 3M | -20.2% | -2.0% | -18.2% | -18.3% |
| 6M | -23.0% | -1.7% | -21.3% | -21.3% |
| YTD | -26.2% | -0.6% | -25.6% | -25.5% |
| 1Y | -13.3% | +1.8% | -15.2% | -14.7% |
| 3Y | -25.5% | +9.6% | -35.1% | -31.2% |
| 5Y | -78.1% | +2.1% | -80.2% | -78.9% |
| 10Y | -68.8% | +18.9% | -87.7% | -66.1% |
| All | -72.2% | +26.6% | -98.9% | -66.8% |
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 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