+113.0%
VWO vs VTEB
+17.9%
+95.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -1.8% | -0.9% | -0.9% | -0.9% |
| 30D | -0.1% | -2.5% | +2.4% | +2.3% |
| 3M | +2.2% | -3.0% | +5.2% | +5.2% |
| 6M | +8.8% | -2.1% | +10.9% | +11.1% |
| YTD | +12.4% | -1.5% | +13.9% | +14.2% |
| 1Y | +15.6% | +0.2% | +15.4% | +15.7% |
| 3Y | +62.5% | +8.6% | +54.0% | +51.2% |
| 5Y | +34.3% | +1.2% | +33.1% | +32.6% |
| All | +113.0% | +17.9% | +95.1% | +112.2% |
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