+25.4%
VTEB vs BR
+290.6%
-265.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | -3.0% | +17.3% | -20.3% | -3.4% |
| 6M | -2.1% | -6.7% | +4.6% | -2.0% |
| YTD | -1.5% | -23.4% | +22.0% | -0.8% |
| 1Y | +0.2% | -32.7% | +32.8% | +1.2% |
| 3Y | +8.6% | -5.9% | +14.5% | +8.5% |
| 5Y | +1.2% | +8.4% | -7.2% | +0.6% |
| 10Y | +18.1% | +189.2% | -171.1% | +16.1% |
| All | +25.4% | +290.6% | -265.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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