+34.0%
XLB vs VTEB
+1.2%
+32.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | -2.8% | -0.9% | -1.9% | -1.8% |
| 30D | -3.1% | -2.5% | -0.6% | -0.4% |
| 3M | -0.2% | -3.0% | +2.8% | +3.2% |
| 6M | +3.1% | -2.1% | +5.2% | +5.6% |
| YTD | +13.3% | -1.5% | +14.8% | +15.4% |
| 1Y | +12.0% | +0.2% | +11.9% | +12.3% |
| 3Y | +31.4% | +8.6% | +22.9% | +20.8% |
| All | +34.0% | +1.2% | +32.7% | +19.7% |
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 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