+8.6%
VTEB vs SM
-0.9%
+9.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -0.9% | +4.6% | -5.5% | -0.9% |
| 30D | -2.5% | +18.2% | -20.7% | -2.4% |
| 3M | -3.0% | +22.5% | -25.5% | -2.8% |
| 6M | -2.1% | +50.6% | -52.7% | -1.9% |
| YTD | -1.5% | +108.1% | -109.6% | -1.2% |
| 1Y | +0.2% | +46.0% | -45.8% | +0.4% |
| 3Y | +8.6% | +2.9% | +5.7% | +7.5% |
| All | +8.6% | -0.9% | +9.4% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling