+290.3%
VST vs VTEB
+11.3%
+279.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -6.0% | +0.7% | -6.7% | -6.2% |
| 30D | -18.8% | +4.0% | -22.8% | -20.2% |
| 3M | -8.0% | -0.5% | -7.5% | -7.1% |
| 6M | -10.9% | -0.6% | -10.3% | -9.9% |
| YTD | -18.3% | +0.4% | -18.8% | -17.4% |
| 1Y | -29.9% | +0.8% | -30.7% | -29.1% |
| 3Y | +290.3% | +11.5% | +278.8% | +269.4% |
| All | +290.3% | +11.3% | +279.0% | +269.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling