+24.9%
VTEB vs USFR
+27.3%
-2.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -2.9% | +0.3% | -3.2% | -2.9% |
| 3M | -3.2% | +1.0% | -4.1% | -3.1% |
| 6M | -2.6% | +1.9% | -4.6% | -2.5% |
| YTD | -1.8% | +2.7% | -4.5% | -1.7% |
| 1Y | +0.2% | +4.0% | -3.8% | +0.4% |
| 3Y | +8.2% | +14.1% | -5.8% | +9.0% |
| 5Y | +0.8% | +20.5% | -19.6% | +2.0% |
| 10Y | +17.7% | +28.0% | -10.4% | +18.9% |
| All | +24.9% | +27.3% | -2.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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