+26.5%
VTEB vs RL
+291.2%
-264.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.2% | +1.9% | -2.1% | -0.2% |
| 30D | -1.6% | -12.2% | +10.6% | -1.5% |
| 3M | -2.0% | -6.6% | +4.7% | -1.9% |
| 6M | -1.7% | +3.2% | -4.8% | -1.8% |
| YTD | -0.6% | -1.3% | +0.7% | -0.6% |
| 1Y | +1.8% | +13.6% | -11.8% | +1.6% |
| 3Y | +9.6% | +210.9% | -201.3% | +8.0% |
| 5Y | +2.1% | +246.9% | -244.8% | +0.3% |
| 10Y | +18.9% | +310.1% | -291.2% | +16.4% |
| All | +26.5% | +291.2% | -264.8% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling