+162.5%
VTR vs VTEB
+25.5%
+137.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -1.3% |
| 7D | -0.3% | -0.9% | +0.6% | +1.8% |
| 30D | +1.1% | -2.5% | +3.6% | +7.2% |
| 3M | +7.9% | -3.0% | +10.9% | +15.7% |
| 6M | +6.2% | -2.1% | +8.3% | +11.5% |
| YTD | +17.7% | -1.5% | +19.2% | +21.6% |
| 1Y | +32.9% | +0.2% | +32.7% | +31.9% |
| 3Y | +129.7% | +8.6% | +121.1% | +86.5% |
| 5Y | +89.3% | +1.2% | +88.1% | +84.3% |
| 10Y | +99.1% | +18.1% | +81.1% | +74.6% |
| All | +162.5% | +25.5% | +137.0% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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