+25.4%
VTEB vs EFV
+165.4%
-140.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | -2.5% | +0.6% | -3.1% | -2.5% |
| 3M | -3.0% | +7.5% | -10.5% | -3.4% |
| 6M | -2.1% | +13.0% | -15.2% | -2.9% |
| YTD | -1.5% | +18.3% | -19.8% | -2.5% |
| 1Y | +0.2% | +26.7% | -26.6% | -1.2% |
| 3Y | +8.6% | +89.6% | -81.0% | +4.5% |
| 5Y | +1.2% | +98.2% | -97.0% | -3.0% |
| 10Y | +18.1% | +167.4% | -149.3% | +9.7% |
| All | +25.4% | +165.4% | -140.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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