+0.8%
VTEB vs COO
-52.2%
+53.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.7% | +13.9% | -0.3% |
| 7D | -1.2% | -23.3% | +22.1% | -0.5% |
| 30D | -2.9% | -29.5% | +26.6% | -1.9% |
| 3M | -3.2% | -20.0% | +16.8% | -2.5% |
| 6M | -2.6% | -27.2% | +24.6% | -1.8% |
| YTD | -1.8% | -33.9% | +32.1% | -0.7% |
| 1Y | +0.2% | -19.9% | +20.2% | +0.7% |
| 3Y | +8.2% | -38.1% | +46.3% | +9.4% |
| All | +0.8% | -52.2% | +53.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling