+1.2%
VTEB vs QSR
+40.5%
-39.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | -0.9% | -4.0% | +3.1% | -0.8% |
| 30D | -2.5% | +2.8% | -5.3% | -2.6% |
| 3M | -3.0% | +5.1% | -8.1% | -3.1% |
| 6M | -2.1% | +8.8% | -10.9% | -2.4% |
| YTD | -1.5% | +14.8% | -16.3% | -1.9% |
| 1Y | +0.2% | +25.7% | -25.6% | -0.6% |
| 3Y | +8.6% | +27.5% | -19.0% | +7.5% |
| All | +1.2% | +40.5% | -39.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling