+414.3%
VUG vs VTEB
+17.9%
+396.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.6% |
| 7D | -0.5% | -0.9% | +0.4% | +0.3% |
| 30D | -1.0% | -2.5% | +1.6% | +1.2% |
| 3M | +3.5% | -3.0% | +6.5% | +6.2% |
| 6M | +14.2% | -2.1% | +16.3% | +16.4% |
| YTD | +8.5% | -1.5% | +10.0% | +10.0% |
| 1Y | +12.9% | +0.2% | +12.7% | +12.9% |
| 3Y | +85.6% | +8.6% | +77.1% | +73.1% |
| 5Y | +78.1% | +1.2% | +76.9% | +74.6% |
| All | +414.3% | +17.9% | +396.5% | +424.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling