+18.0%
VTEB vs FDS
+64.8%
-46.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -0.9% | -14.0% | +13.1% | -0.5% |
| 30D | -2.5% | -6.2% | +3.7% | -2.4% |
| 3M | -3.0% | +10.2% | -13.1% | -3.3% |
| 6M | -2.1% | +27.4% | -29.6% | -3.0% |
| YTD | -1.5% | -9.3% | +7.8% | -1.4% |
| 1Y | +0.2% | -28.6% | +28.8% | +1.0% |
| 3Y | +8.6% | -36.8% | +45.4% | +9.8% |
| 5Y | +1.2% | -28.6% | +29.8% | +1.7% |
| All | +18.0% | +64.8% | -46.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling