+2,486.9%
VRT vs VTEB
+17.1%
+2,469.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.2% |
| 7D | -8.4% | -0.9% | -7.4% | -7.2% |
| 30D | -10.9% | -2.5% | -8.3% | -8.0% |
| 3M | -13.7% | -3.0% | -10.7% | -10.4% |
| 6M | -4.1% | -2.1% | -2.0% | -1.4% |
| YTD | +58.7% | -1.5% | +60.2% | +62.0% |
| 1Y | +89.6% | +0.2% | +89.5% | +89.7% |
| 3Y | +558.1% | +8.6% | +549.6% | +487.1% |
| 5Y | +953.0% | +1.2% | +951.8% | +939.1% |
| All | +2,486.9% | +17.1% | +2,469.7% | +2,749.3% |
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