+287.8%
XLF vs VTEB
+25.5%
+262.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.5% | -0.9% | -0.5% | -1.0% |
| 30D | -1.2% | -2.5% | +1.4% | +0.2% |
| 3M | +9.2% | -3.0% | +12.1% | +11.0% |
| 6M | +16.3% | -2.1% | +18.5% | +17.7% |
| YTD | +5.4% | -1.5% | +6.9% | +6.3% |
| 1Y | +7.6% | +0.2% | +7.4% | +7.5% |
| 3Y | +74.2% | +8.6% | +65.7% | +66.0% |
| 5Y | +66.1% | +1.2% | +64.9% | +64.0% |
| 10Y | +252.8% | +18.1% | +234.7% | +342.8% |
| All | +287.8% | +25.5% | +262.3% | +501.2% |
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