+0.8%
VTEB vs FIVE
+30.6%
-29.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.7% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | -2.9% | +3.0% | -5.9% | -2.9% |
| 3M | -3.2% | +23.2% | -26.3% | -3.3% |
| 6M | -2.6% | +9.2% | -11.8% | -2.8% |
| YTD | -1.8% | +28.1% | -29.9% | -2.1% |
| 1Y | +0.2% | +65.3% | -65.0% | -0.3% |
| 3Y | +8.2% | +49.4% | -41.2% | +7.8% |
| 5Y | +0.8% | +29.5% | -28.7% | 0.0% |
| All | +0.8% | +30.6% | -29.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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