+28.3%
VTEB vs VT
+238.6%
-210.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | +1.1% | +0.4% | +0.8% | +1.1% |
| 30D | +4.5% | -2.6% | +7.1% | +4.6% |
| 3M | -0.2% | -3.2% | +3.1% | 0.0% |
| 6M | -0.2% | +0.9% | -1.2% | -0.3% |
| YTD | +0.8% | +11.3% | -10.5% | +0.1% |
| 1Y | +1.3% | +14.0% | -12.7% | +0.4% |
| 3Y | +12.2% | +75.8% | -63.7% | +7.8% |
| 5Y | +3.8% | +57.8% | -54.1% | +0.3% |
| 10Y | +23.1% | +219.8% | -196.7% | +15.0% |
| All | +28.3% | +238.6% | -210.2% | +20.7% |
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