+317.5%
VSH vs VTEB
+26.0%
+291.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | +3.5% | -0.7% | +4.2% | +4.5% |
| 30D | -4.4% | -2.1% | -2.3% | -1.8% |
| 3M | -45.8% | -2.7% | -43.2% | -43.9% |
| 6M | +90.1% | -2.1% | +92.3% | +96.0% |
| YTD | +120.3% | -1.1% | +121.4% | +124.4% |
| 1Y | +112.2% | +1.3% | +110.9% | +109.9% |
| 3Y | +36.6% | +9.0% | +27.6% | +23.9% |
| 5Y | +67.0% | +1.5% | +65.5% | +64.3% |
| 10Y | +179.5% | +18.5% | +161.0% | +206.4% |
| All | +317.5% | +26.0% | +291.6% | +475.1% |
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