+228.2%
VT vs VTEB
+18.2%
+210.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -0.1% | -0.7% | +0.6% | +0.5% |
| 30D | -0.7% | -2.1% | +1.4% | +1.1% |
| 3M | +4.0% | -2.7% | +6.7% | +6.4% |
| 6M | +12.3% | -2.1% | +14.4% | +14.4% |
| YTD | +14.0% | -1.1% | +15.1% | +15.3% |
| 1Y | +20.3% | +1.3% | +19.0% | +19.2% |
| 3Y | +75.4% | +9.0% | +66.4% | +63.2% |
| 5Y | +66.0% | +1.5% | +64.5% | +63.0% |
| 10Y | +228.2% | +18.5% | +209.7% | +238.8% |
| All | +228.2% | +18.2% | +210.0% | +238.8% |
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