+86.1%
WULF vs VTEB
+3.1%
+83.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | +7.6% | -0.8% | +8.3% | +11.3% |
| 30D | -8.6% | -1.3% | -7.3% | -3.3% |
| 3M | -37.0% | -2.1% | -34.8% | -30.2% |
| 6M | +7.4% | -1.7% | +9.1% | +14.1% |
| YTD | +43.7% | -0.6% | +44.3% | +56.5% |
| 1Y | +86.1% | +3.1% | +83.1% | +105.7% |
| All | +86.1% | +3.1% | +83.0% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling