+172.4%
VXUS vs VTEB
+26.6%
+145.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.8% |
| 30D | +1.0% | -1.6% | +2.6% | +2.3% |
| 3M | +5.7% | -2.0% | +7.6% | +7.4% |
| 6M | +13.6% | -1.7% | +15.3% | +15.3% |
| YTD | +17.4% | -0.6% | +18.0% | +18.2% |
| 1Y | +25.1% | +1.8% | +23.2% | +23.6% |
| 3Y | +75.8% | +9.6% | +66.2% | +64.2% |
| 5Y | +55.4% | +2.1% | +53.3% | +52.0% |
| 10Y | +146.4% | +18.9% | +127.5% | +155.9% |
| All | +172.4% | +26.6% | +145.8% | +240.7% |
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