+18.0%
VTEB vs TAP
-49.9%
+67.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -0.9% | -3.9% | +3.0% | -0.8% |
| 30D | -2.5% | -5.3% | +2.8% | -2.4% |
| 3M | -3.0% | -3.8% | +0.8% | -2.9% |
| 6M | -2.1% | -11.4% | +9.2% | -1.9% |
| YTD | -1.5% | -13.7% | +12.3% | -1.2% |
| 1Y | +0.2% | -17.2% | +17.4% | +0.6% |
| 3Y | +8.6% | -33.1% | +41.6% | +9.5% |
| 5Y | +1.2% | +0.8% | +0.4% | +0.8% |
| All | +18.0% | -49.9% | +67.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling