+143.7%
XLC vs VTEB
+17.1%
+126.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | +0.5% | -0.9% | +1.4% | +1.2% |
| 30D | +2.1% | -2.5% | +4.6% | +4.1% |
| 3M | +0.7% | -3.0% | +3.7% | +3.0% |
| 6M | -3.2% | -2.1% | -1.1% | -1.5% |
| YTD | -3.8% | -1.5% | -2.3% | -2.6% |
| 1Y | -2.0% | +0.2% | -2.2% | -2.0% |
| 3Y | +71.4% | +8.6% | +62.8% | +60.8% |
| 5Y | +40.7% | +1.2% | +39.5% | +38.3% |
| All | +143.7% | +17.1% | +126.6% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling