+24.9%
VTEB vs KMX
+1.7%
+23.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.2% | -3.4% | +2.2% | -1.2% |
| 30D | -2.9% | +4.0% | -6.9% | -3.0% |
| 3M | -3.2% | +24.8% | -27.9% | -3.7% |
| 6M | -2.6% | +43.6% | -46.3% | -3.5% |
| YTD | -1.8% | +56.6% | -58.5% | -3.0% |
| 1Y | +0.2% | +2.2% | -2.0% | -0.1% |
| 3Y | +8.2% | -25.4% | +33.7% | +8.3% |
| 5Y | +0.8% | -55.0% | +55.9% | +1.8% |
| 10Y | +17.7% | +9.6% | +8.1% | +15.3% |
| All | +24.9% | +1.7% | +23.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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