+136.6%
W vs VTEB
+26.0%
+110.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +2.1% |
| 7D | +5.9% | -0.7% | +6.6% | +8.6% |
| 30D | -3.0% | -2.1% | -1.0% | +4.7% |
| 3M | +40.3% | -2.7% | +43.0% | +56.1% |
| 6M | +32.2% | -2.1% | +34.3% | +45.2% |
| YTD | -0.3% | -1.1% | +0.8% | +5.7% |
| 1Y | +16.2% | +1.3% | +14.8% | +12.9% |
| 3Y | +40.7% | +9.0% | +31.7% | +6.8% |
| 5Y | -62.3% | +1.5% | -63.8% | -63.2% |
| 10Y | +162.2% | +18.5% | +143.7% | +150.0% |
| All | +136.6% | +26.0% | +110.6% | +174.3% |
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