+24.9%
VTEB vs SPY
+365.1%
-340.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.2% | -2.0% | +0.8% | -1.1% |
| 30D | -2.9% | -1.7% | -1.2% | -2.8% |
| 3M | -3.2% | +4.7% | -7.9% | -3.4% |
| 6M | -2.6% | +12.5% | -15.1% | -3.3% |
| YTD | -1.8% | +11.7% | -13.6% | -2.5% |
| 1Y | +0.2% | +17.5% | -17.3% | -0.7% |
| 3Y | +8.2% | +76.6% | -68.3% | +4.6% |
| 5Y | +0.8% | +82.0% | -81.2% | -2.9% |
| 10Y | +17.7% | +317.1% | -299.5% | +11.2% |
| All | +24.9% | +365.1% | -340.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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