-24.7%
WULF vs VTEB
+1.2%
-26.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +2.8% |
| 7D | +1.4% | -0.9% | +2.3% | +4.1% |
| 30D | -2.6% | -2.5% | -0.1% | +4.4% |
| 3M | -34.0% | -3.0% | -31.0% | -28.4% |
| 6M | +10.0% | -2.1% | +12.1% | +17.2% |
| YTD | +45.7% | -1.5% | +47.2% | +53.2% |
| 1Y | +57.3% | +0.2% | +57.2% | +58.6% |
| 3Y | +878.9% | +8.6% | +870.4% | +699.4% |
| All | -24.7% | +1.2% | -26.0% | -51.3% |
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 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