-63.2%
W vs VTEB
+1.2%
-64.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | -0.5% |
| 7D | -0.9% | -0.9% | +0.1% | +3.4% |
| 30D | -4.2% | -2.5% | -1.7% | +7.7% |
| 3M | +26.9% | -3.0% | +29.9% | +46.8% |
| 6M | +31.2% | -2.1% | +33.4% | +47.6% |
| YTD | -1.8% | -1.5% | -0.3% | +7.4% |
| 1Y | +9.3% | +0.2% | +9.2% | +11.5% |
| 3Y | +33.2% | +8.6% | +24.7% | -6.2% |
| All | -63.2% | +1.2% | -64.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling