+210.9%
XLB vs VTEB
+25.1%
+185.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | -3.5% | -1.2% | -2.3% | -2.7% |
| 30D | -4.7% | -2.9% | -1.8% | -2.8% |
| 3M | +2.7% | -3.2% | +5.9% | +5.0% |
| 6M | +2.6% | -2.6% | +5.2% | +4.5% |
| YTD | +12.8% | -1.8% | +14.7% | +14.4% |
| 1Y | +14.0% | +0.2% | +13.7% | +14.0% |
| 3Y | +31.5% | +8.2% | +23.3% | +25.4% |
| 5Y | +33.4% | +0.8% | +32.6% | +31.6% |
| 10Y | +161.3% | +17.7% | +143.6% | +189.8% |
| All | +210.9% | +25.1% | +185.9% | +301.8% |
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