+148.2%
XLP vs VTEB
+26.7%
+121.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.8% | -0.3% | -0.5% |
| 30D | -0.9% | -1.3% | +0.5% | 0.0% |
| 3M | +3.8% | -2.1% | +6.0% | +5.2% |
| 6M | -1.7% | -1.7% | -0.1% | -0.7% |
| YTD | +10.3% | -0.6% | +10.8% | +10.7% |
| 1Y | +7.8% | +3.1% | +4.7% | +5.8% |
| 3Y | +27.2% | +9.2% | +18.0% | +20.6% |
| 5Y | +32.5% | +2.2% | +30.4% | +30.5% |
| 10Y | +101.8% | +18.8% | +83.0% | +99.0% |
| All | +148.2% | +26.7% | +121.5% | +173.2% |
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