+17.0%
VTEB vs TENB
-9.4%
+26.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.3% | +0.4% |
| 7D | -0.9% | -12.1% | +11.2% | -0.7% |
| 30D | -2.5% | -18.6% | +16.1% | -2.2% |
| 3M | -3.0% | +12.1% | -15.0% | -3.2% |
| 6M | -2.1% | +46.8% | -48.9% | -2.9% |
| YTD | -1.5% | +28.0% | -29.5% | -2.1% |
| 1Y | +0.2% | -1.4% | +1.6% | 0.0% |
| 3Y | +8.6% | -33.9% | +42.5% | +8.9% |
| 5Y | +1.2% | -34.6% | +35.8% | +1.0% |
| All | +17.0% | -9.4% | +26.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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