+26.5%
VTEB vs ES
+111.5%
-85.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -1.3% | -2.0% | +0.6% | -1.2% |
| 3M | -2.1% | +1.7% | -3.8% | -2.3% |
| 6M | -1.7% | -3.5% | +1.9% | -1.6% |
| YTD | -0.6% | +7.9% | -8.5% | -1.1% |
| 1Y | +3.1% | +17.2% | -14.1% | +2.0% |
| 3Y | +9.2% | +29.3% | -20.1% | +7.1% |
| 5Y | +2.2% | -5.7% | +7.9% | +1.7% |
| 10Y | +18.8% | +85.2% | -66.4% | +14.5% |
| All | +26.5% | +111.5% | -85.0% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling