+268.3%
VT vs VTEB
+26.6%
+241.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | -0.2% | +1.2% | +1.2% |
| 30D | -0.2% | -1.6% | +1.4% | +1.0% |
| 3M | +4.5% | -2.0% | +6.5% | +6.2% |
| 6M | +14.1% | -1.7% | +15.7% | +15.6% |
| YTD | +14.8% | -0.6% | +15.4% | +15.4% |
| 1Y | +21.2% | +1.8% | +19.4% | +19.8% |
| 3Y | +76.6% | +9.6% | +67.0% | +65.1% |
| 5Y | +66.6% | +2.1% | +64.5% | +62.9% |
| 10Y | +222.3% | +18.9% | +203.3% | +238.2% |
| All | +268.3% | +26.6% | +241.7% | +356.4% |
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 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