+324.7%
VRTX vs VTEB
+25.1%
+299.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -7.8% | -1.2% | -6.6% | -7.4% |
| 30D | -2.8% | -2.9% | 0.0% | -1.9% |
| 3M | +18.1% | -3.2% | +21.2% | +19.4% |
| 6M | +3.1% | -2.6% | +5.7% | +4.1% |
| YTD | +13.5% | -1.8% | +15.3% | +14.3% |
| 1Y | +32.4% | +0.2% | +32.2% | +32.6% |
| 3Y | +50.0% | +8.2% | +41.8% | +47.7% |
| 5Y | +172.9% | +0.8% | +172.0% | +170.4% |
| 10Y | +449.3% | +17.7% | +431.6% | +530.6% |
| All | +324.7% | +25.1% | +299.6% | +445.4% |
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