+322.8%
XLI vs VTEB
+25.1%
+297.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -2.3% | -1.2% | -1.1% | -1.4% |
| 30D | -8.2% | -2.9% | -5.3% | -6.2% |
| 3M | +0.8% | -3.2% | +3.9% | +3.1% |
| 6M | +0.8% | -2.6% | +3.5% | +2.9% |
| YTD | +10.5% | -1.8% | +12.4% | +12.1% |
| 1Y | +14.1% | +0.2% | +13.9% | +14.2% |
| 3Y | +68.6% | +8.2% | +60.4% | +59.3% |
| 5Y | +80.4% | +0.8% | +79.6% | +78.7% |
| 10Y | +254.6% | +17.7% | +237.0% | +293.9% |
| All | +322.8% | +25.1% | +297.7% | +458.3% |
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