+26.5%
VTEB vs FDS
+108.3%
-81.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.1% |
| 7D | -0.2% | -5.4% | +5.2% | -0.1% |
| 30D | -1.6% | +1.6% | -3.2% | -1.7% |
| 3M | -2.0% | +17.7% | -19.7% | -2.4% |
| 6M | -1.7% | +29.1% | -30.7% | -2.4% |
| YTD | -0.6% | +1.0% | -1.6% | -0.8% |
| 1Y | +1.8% | -21.6% | +23.5% | +2.3% |
| 3Y | +9.6% | -30.1% | +39.7% | +10.4% |
| 5Y | +2.1% | -20.7% | +22.8% | +2.3% |
| 10Y | +18.9% | +78.3% | -59.4% | +18.7% |
| All | +26.5% | +108.3% | -81.9% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling