+0.8%
VTEB vs ES
-6.2%
+7.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.6% |
| 7D | -1.2% | -3.5% | +2.2% | -1.1% |
| 30D | -2.9% | -3.0% | +0.1% | -2.7% |
| 3M | -3.2% | -0.3% | -2.9% | -3.2% |
| 6M | -2.6% | -5.2% | +2.5% | -2.4% |
| YTD | -1.8% | +4.8% | -6.6% | -2.1% |
| 1Y | +0.2% | +12.7% | -12.5% | -0.6% |
| 3Y | +8.2% | +27.5% | -19.3% | +6.1% |
| 5Y | +0.8% | -4.7% | +5.5% | +0.1% |
| All | +0.8% | -6.2% | +7.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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