+0.8%
VTEB vs RL
+223.8%
-222.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.2% | -2.2% | +1.0% | -1.2% |
| 30D | -2.9% | -15.3% | +12.5% | -2.6% |
| 3M | -3.2% | -10.3% | +7.2% | -3.0% |
| 6M | -2.6% | -2.2% | -0.4% | -2.7% |
| YTD | -1.8% | -4.3% | +2.5% | -1.8% |
| 1Y | +0.2% | +8.9% | -8.7% | 0.0% |
| 3Y | +8.2% | +201.4% | -193.2% | +6.0% |
| 5Y | +0.8% | +230.6% | -229.7% | -1.9% |
| All | +0.8% | +223.8% | -222.9% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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