+28.1%
VTEB vs VT
+240.8%
-212.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.5% |
| 30D | +4.1% | -1.7% | +5.9% | +4.2% |
| 3M | -0.4% | -2.3% | +1.9% | -0.3% |
| 6M | -0.4% | +1.5% | -1.9% | -0.5% |
| YTD | +0.6% | +12.0% | -11.4% | -0.2% |
| 1Y | +0.8% | +12.9% | -12.1% | -0.1% |
| 3Y | +11.7% | +74.9% | -63.3% | +7.4% |
| 5Y | +3.8% | +59.9% | -56.2% | +0.1% |
| 10Y | +23.7% | +224.6% | -200.9% | +15.6% |
| All | +28.1% | +240.8% | -212.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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