+26.5%
VTEB vs M
-38.8%
+65.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | -0.2% | +2.4% | -2.6% | -0.2% |
| 30D | -1.6% | -11.6% | +10.0% | -1.5% |
| 3M | -2.0% | +1.6% | -3.6% | -2.0% |
| 6M | -1.7% | +25.2% | -26.9% | -1.9% |
| YTD | -0.6% | +3.8% | -4.3% | -0.7% |
| 1Y | +1.8% | +36.3% | -34.5% | +1.5% |
| 3Y | +9.6% | +116.3% | -106.8% | +8.7% |
| 5Y | +2.1% | +28.2% | -26.1% | +1.4% |
| 10Y | +18.9% | -3.4% | +22.3% | +15.7% |
| All | +26.5% | -38.8% | +65.3% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling