+135.0%
XLU vs VTEB
+18.2%
+116.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.9% | -1.0% | -2.0% | -1.9% |
| 30D | -5.6% | -2.4% | -3.2% | -3.0% |
| 3M | -5.5% | -2.9% | -2.6% | -2.3% |
| 6M | -9.8% | -2.2% | -7.5% | -7.4% |
| YTD | -0.7% | -1.5% | +0.8% | +1.0% |
| 1Y | +0.6% | +0.2% | +0.4% | +0.4% |
| 3Y | +40.3% | +8.6% | +31.7% | +28.0% |
| 5Y | +42.8% | +1.2% | +41.6% | +40.2% |
| 10Y | +135.0% | +18.2% | +116.9% | +110.3% |
| All | +135.0% | +18.2% | +116.8% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling