+25.4%
VTEB vs SIRI
-1.8%
+27.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | -2.5% | +2.5% | -5.0% | -2.6% |
| 3M | -3.0% | +6.6% | -9.6% | -3.1% |
| 6M | -2.1% | +32.9% | -35.0% | -2.7% |
| YTD | -1.5% | +50.5% | -51.9% | -2.3% |
| 1Y | +0.2% | +28.0% | -27.8% | -0.4% |
| 3Y | +8.6% | -22.4% | +31.0% | +8.6% |
| 5Y | +1.2% | -41.3% | +42.5% | +1.4% |
| 10Y | +18.1% | -10.4% | +28.5% | +19.0% |
| All | +25.4% | -1.8% | +27.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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