+635.3%
VST vs VTEB
+3.3%
+632.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -6.0% | +0.7% | -6.7% | -6.5% |
| 30D | -18.8% | +4.0% | -22.8% | -21.3% |
| 3M | -8.0% | -0.5% | -7.5% | -7.2% |
| 6M | -10.9% | -0.6% | -10.3% | -10.1% |
| YTD | -18.3% | +0.4% | -18.8% | -18.0% |
| 1Y | -29.9% | +0.8% | -30.7% | -29.8% |
| 3Y | +290.3% | +11.5% | +278.8% | +252.4% |
| 5Y | +635.3% | +3.4% | +631.9% | +526.9% |
| All | +635.3% | +3.3% | +632.0% | +526.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling