+25.4%
VTEB vs QSR
+174.1%
-148.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | -0.9% | -4.0% | +3.1% | -0.7% |
| 30D | -2.5% | +2.8% | -5.3% | -2.6% |
| 3M | -3.0% | +5.1% | -8.1% | -3.2% |
| 6M | -2.1% | +8.8% | -10.9% | -2.6% |
| YTD | -1.5% | +14.8% | -16.3% | -2.3% |
| 1Y | +0.2% | +25.7% | -25.6% | -1.1% |
| 3Y | +8.6% | +27.5% | -19.0% | +6.8% |
| 5Y | +1.2% | +41.3% | -40.1% | -1.2% |
| 10Y | +18.1% | +133.8% | -115.7% | +11.0% |
| All | +25.4% | +174.1% | -148.8% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling