+24.9%
VTEB vs FLR
+34.1%
-9.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -1.2% | -6.9% | +5.6% | -1.2% |
| 30D | -2.9% | +1.1% | -4.0% | -2.9% |
| 3M | -3.2% | +14.3% | -17.5% | -3.1% |
| 6M | -2.6% | +19.1% | -21.7% | -2.6% |
| YTD | -1.8% | +35.1% | -37.0% | -1.7% |
| 1Y | +0.2% | +29.5% | -29.3% | +0.3% |
| 3Y | +8.2% | +53.0% | -44.8% | +8.4% |
| 5Y | +0.8% | +238.9% | -238.1% | +1.4% |
| 10Y | +17.7% | +17.4% | +0.3% | +18.7% |
| All | +24.9% | +34.1% | -9.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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