+234.7%
XLE vs VTEB
+26.7%
+208.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | -0.8% | +3.0% | +2.6% |
| 30D | +11.8% | -1.3% | +13.1% | +12.5% |
| 3M | +9.8% | -2.1% | +12.0% | +11.0% |
| 6M | +15.6% | -1.7% | +17.3% | +16.4% |
| YTD | +45.3% | -0.6% | +45.8% | +45.4% |
| 1Y | +48.3% | +3.1% | +45.2% | +45.4% |
| 3Y | +55.4% | +9.2% | +46.2% | +46.5% |
| 5Y | +216.1% | +2.2% | +213.9% | +212.3% |
| 10Y | +178.4% | +18.8% | +159.6% | +208.6% |
| All | +234.7% | +26.7% | +208.0% | +349.0% |
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