-57.9%
VTRS vs VTEB
+25.5%
-83.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.2% | -0.9% | -1.3% | -1.7% |
| 30D | +3.3% | -2.5% | +5.8% | +4.6% |
| 3M | +2.0% | -3.0% | +5.0% | +3.5% |
| 6M | +19.9% | -2.1% | +22.1% | +21.3% |
| YTD | +35.7% | -1.5% | +37.2% | +36.8% |
| 1Y | +68.1% | +0.2% | +67.9% | +68.2% |
| 3Y | +87.1% | +8.6% | +78.5% | +80.6% |
| 5Y | +47.6% | +1.2% | +46.4% | +46.0% |
| 10Y | -48.2% | +18.1% | -66.2% | -39.8% |
| All | -57.9% | +25.5% | -83.4% | -45.3% |
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