+24.9%
VTEB vs VIG
+289.2%
-264.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -1.2% | -2.2% | +1.0% | -1.1% |
| 30D | -2.9% | -3.2% | +0.4% | -2.7% |
| 3M | -3.2% | +3.0% | -6.2% | -3.3% |
| 6M | -2.6% | +8.1% | -10.8% | -3.1% |
| YTD | -1.8% | +9.1% | -10.9% | -2.4% |
| 1Y | +0.2% | +12.6% | -12.4% | -0.5% |
| 3Y | +8.2% | +55.4% | -47.2% | +5.2% |
| 5Y | +0.8% | +62.8% | -61.9% | -2.4% |
| 10Y | +17.7% | +246.6% | -228.9% | +12.7% |
| All | +24.9% | +289.2% | -264.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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