+25.4%
VTEB vs BG
+134.5%
-109.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | -0.9% | +3.1% | -4.0% | -1.0% |
| 30D | -2.5% | +10.2% | -12.7% | -2.7% |
| 3M | -3.0% | -1.7% | -1.3% | -3.0% |
| 6M | -2.1% | +1.0% | -3.1% | -2.2% |
| YTD | -1.5% | +39.9% | -41.4% | -2.1% |
| 1Y | +0.2% | +53.2% | -53.1% | -0.7% |
| 3Y | +8.6% | +16.3% | -7.7% | +8.1% |
| 5Y | +1.2% | +83.9% | -82.7% | -0.7% |
| 10Y | +18.1% | +165.1% | -147.1% | +12.8% |
| All | +25.4% | +134.5% | -109.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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