+103.2%
VNQ vs VTEB
+25.5%
+77.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.2% |
| 7D | -1.3% | -0.9% | -0.3% | 0.0% |
| 30D | -2.6% | -2.5% | -0.1% | +0.8% |
| 3M | -2.0% | -3.0% | +0.9% | +2.1% |
| 6M | +4.3% | -2.1% | +6.5% | +7.5% |
| YTD | +9.2% | -1.5% | +10.7% | +11.6% |
| 1Y | +5.6% | +0.2% | +5.4% | +5.5% |
| 3Y | +30.8% | +8.6% | +22.3% | +18.0% |
| 5Y | +8.0% | +1.2% | +6.8% | +5.6% |
| 10Y | +63.7% | +18.1% | +45.6% | +50.5% |
| All | +103.2% | +25.5% | +77.7% | +95.1% |
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