+1,232.7%
VST vs VTEB
+18.8%
+1,213.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +5.3% | -0.7% | +6.0% | +5.8% |
| 30D | +5.8% | -2.1% | +7.8% | +7.2% |
| 3M | +3.5% | -2.7% | +6.1% | +5.3% |
| 6M | -7.4% | -2.1% | -5.3% | -6.0% |
| YTD | -6.1% | -1.1% | -5.0% | -5.2% |
| 1Y | -21.6% | +1.3% | -22.9% | -22.0% |
| 3Y | +357.2% | +9.0% | +348.2% | +332.7% |
| 5Y | +777.0% | +1.5% | +775.5% | +760.9% |
| All | +1,232.7% | +18.8% | +1,213.9% | +1,264.4% |
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 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