+25.4%
VTEB vs VO
+223.5%
-198.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -0.9% | -1.5% | +0.6% | -0.8% |
| 30D | -2.5% | -3.0% | +0.5% | -2.3% |
| 3M | -3.0% | +2.8% | -5.8% | -3.1% |
| 6M | -2.1% | +10.9% | -13.1% | -2.7% |
| YTD | -1.5% | +12.5% | -13.9% | -2.2% |
| 1Y | +0.2% | +12.0% | -11.8% | -0.5% |
| 3Y | +8.6% | +56.3% | -47.7% | +5.5% |
| 5Y | +1.2% | +42.9% | -41.7% | -1.4% |
| 10Y | +18.1% | +198.8% | -180.7% | +11.5% |
| All | +25.4% | +223.5% | -198.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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