+24.9%
VTEB vs HRB
+109.6%
-84.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.2% | -12.2% | +10.9% | -0.9% |
| 30D | -2.9% | -3.0% | +0.1% | -2.8% |
| 3M | -3.2% | +21.7% | -24.9% | -3.7% |
| 6M | -2.6% | +52.3% | -55.0% | -3.8% |
| YTD | -1.8% | +6.5% | -8.3% | -2.1% |
| 1Y | +0.2% | -6.7% | +6.9% | +0.2% |
| 3Y | +8.2% | +25.1% | -16.9% | +7.1% |
| 5Y | +0.8% | +113.8% | -112.9% | -2.1% |
| 10Y | +17.7% | +204.8% | -187.2% | +11.9% |
| All | +24.9% | +109.6% | -84.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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