+25.4%
VTEB vs WY
+19.3%
+6.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.9% | -4.2% | +3.2% | -0.7% |
| 30D | -2.5% | -10.1% | +7.6% | -2.1% |
| 3M | -3.0% | -8.5% | +5.5% | -2.7% |
| 6M | -2.1% | -3.3% | +1.2% | -2.1% |
| YTD | -1.5% | -4.4% | +2.9% | -1.4% |
| 1Y | +0.2% | -11.5% | +11.6% | +0.5% |
| 3Y | +8.6% | -24.3% | +32.9% | +9.4% |
| 5Y | +1.2% | -21.3% | +22.5% | +1.5% |
| 10Y | +18.1% | +7.0% | +11.1% | +15.0% |
| All | +25.4% | +19.3% | +6.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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