-38.0%
VG vs VTEB
+3.5%
-41.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -2.5% | -0.2% | -2.3% | -3.4% |
| 30D | +11.1% | -1.6% | +12.7% | +4.4% |
| 3M | +14.9% | -2.0% | +16.9% | +7.1% |
| 6M | +18.4% | -1.7% | +20.0% | +14.2% |
| YTD | +116.6% | -0.6% | +117.2% | +109.8% |
| 1Y | +9.4% | +1.8% | +7.5% | +6.9% |
| All | -38.0% | +3.5% | -41.6% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling