+17.6%
VTEB vs ALLE
+154.9%
-137.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | -2.8% | +1.5% | -1.1% |
| 30D | -2.9% | -10.2% | +7.3% | -2.5% |
| 3M | -3.2% | +17.4% | -20.6% | -3.8% |
| 6M | -2.6% | +3.3% | -6.0% | -2.8% |
| YTD | -1.8% | -4.2% | +2.4% | -1.8% |
| 1Y | +0.2% | -10.5% | +10.8% | +0.5% |
| 3Y | +8.2% | +45.4% | -37.2% | +6.3% |
| 5Y | +0.8% | +11.9% | -11.1% | -0.2% |
| All | +17.6% | +154.9% | -137.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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