+25.8%
VTEB vs SM
+39.8%
-14.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.1% | +20.3% | -22.4% | -2.1% |
| 3M | -2.7% | +22.9% | -25.6% | -2.6% |
| 6M | -2.1% | +47.8% | -49.9% | -2.1% |
| YTD | -1.1% | +107.5% | -108.6% | -1.1% |
| 1Y | +1.3% | +51.7% | -50.4% | +1.4% |
| 3Y | +9.0% | -0.9% | +9.9% | +9.0% |
| 5Y | +1.5% | +112.2% | -110.7% | +1.6% |
| 10Y | +18.5% | +20.3% | -1.8% | +17.8% |
| All | +25.8% | +39.8% | -14.0% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling