+18.0%
VTEB vs M
-3.0%
+21.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | +0.3% |
| 7D | -0.9% | -4.2% | +3.3% | -0.9% |
| 30D | -2.5% | -7.2% | +4.7% | -2.5% |
| 3M | -3.0% | -11.1% | +8.2% | -2.9% |
| 6M | -2.1% | +28.8% | -30.9% | -2.4% |
| YTD | -1.5% | +2.0% | -3.5% | -1.6% |
| 1Y | +0.2% | +31.3% | -31.1% | -0.1% |
| 3Y | +8.6% | +119.1% | -110.5% | +7.6% |
| 5Y | +1.2% | +29.7% | -28.5% | +0.4% |
| All | +18.0% | -3.0% | +21.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling