-100.0%
VIVK vs VTEB
+0.4%
-100.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.7% | -8.9% |
| 7D | -4.4% | -0.9% | -3.5% | +0.2% |
| 30D | -40.8% | -2.5% | -38.3% | -31.8% |
| 3M | -94.1% | -3.0% | -91.2% | -92.9% |
| 6M | -98.2% | -2.1% | -96.1% | -98.0% |
| YTD | -98.0% | -1.5% | -96.5% | -97.7% |
| 1Y | -100.0% | +0.2% | -100.1% | -99.9% |
| All | -100.0% | +0.4% | -100.3% | -99.9% |
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