+8.5%
VTEB vs TXG
+27.0%
-18.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -3.0% | +0.3% |
| 7D | -0.9% | +9.5% | -10.4% | -1.0% |
| 30D | -2.5% | +18.8% | -21.3% | -2.7% |
| 3M | -3.0% | +136.1% | -139.1% | -3.9% |
| 6M | -2.1% | +235.2% | -237.4% | -3.5% |
| YTD | -1.5% | +320.5% | -322.0% | -3.2% |
| 1Y | +0.2% | +425.2% | -425.0% | -1.9% |
| 3Y | +8.6% | +42.9% | -34.3% | +7.6% |
| 5Y | +1.2% | -62.8% | +64.0% | +1.1% |
| All | +8.5% | +27.0% | -18.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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