+18.0%
VTEB vs BB
+1.6%
+16.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -2.5% | -12.5% | +10.0% | -2.4% |
| 3M | -3.0% | -17.4% | +14.5% | -2.9% |
| 6M | -2.1% | +119.1% | -121.3% | -3.0% |
| YTD | -1.5% | +102.4% | -103.9% | -2.3% |
| 1Y | +0.2% | +98.2% | -98.0% | -0.7% |
| 3Y | +8.6% | +46.9% | -38.4% | +7.6% |
| 5Y | +1.2% | -26.4% | +27.6% | +0.6% |
| All | +18.0% | +1.6% | +16.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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