+18.0%
VTEB vs MTB
+173.8%
-155.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -2.5% | -4.8% | +2.3% | -2.5% |
| 3M | -3.0% | +6.0% | -8.9% | -3.0% |
| 6M | -2.1% | +19.6% | -21.7% | -2.3% |
| YTD | -1.5% | +21.5% | -23.0% | -1.6% |
| 1Y | +0.2% | +24.7% | -24.5% | 0.0% |
| 3Y | +8.6% | +108.6% | -100.0% | +7.8% |
| 5Y | +1.2% | +106.7% | -105.5% | +0.4% |
| All | +18.0% | +173.8% | -155.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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