+192.7%
VSH vs VTEB
+17.9%
+174.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.8% | +5.6% |
| 7D | +4.8% | -0.9% | +5.7% | +6.1% |
| 30D | -0.7% | -2.5% | +1.8% | +2.9% |
| 3M | -43.1% | -3.0% | -40.1% | -40.6% |
| 6M | +91.8% | -2.1% | +93.9% | +98.4% |
| YTD | +131.6% | -1.5% | +133.1% | +137.6% |
| 1Y | +118.1% | +0.2% | +117.9% | +118.8% |
| 3Y | +40.9% | +8.6% | +32.3% | +27.3% |
| 5Y | +75.8% | +1.2% | +74.6% | +73.6% |
| All | +192.7% | +17.9% | +174.9% | +214.1% |
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 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