+139.9%
XLC vs VTEB
+17.6%
+122.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -1.4% | -0.7% | -0.7% | -0.9% |
| 30D | -0.9% | -2.1% | +1.2% | +0.7% |
| 3M | -0.3% | -2.7% | +2.3% | +1.8% |
| 6M | -5.2% | -2.1% | -3.1% | -3.6% |
| YTD | -5.3% | -1.1% | -4.2% | -4.4% |
| 1Y | -2.8% | +1.3% | -4.1% | -3.6% |
| 3Y | +71.2% | +9.0% | +62.2% | +60.1% |
| 5Y | +37.6% | +1.5% | +36.1% | +34.9% |
| All | +139.9% | +17.6% | +122.3% | +202.8% |
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