+192.1%
XLV vs VTEB
+25.5%
+166.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | -3.6% | -0.9% | -2.6% | -3.1% |
| 30D | -1.8% | -2.5% | +0.7% | -0.5% |
| 3M | +7.8% | -3.0% | +10.8% | +9.5% |
| 6M | +9.1% | -2.1% | +11.2% | +10.4% |
| YTD | +7.7% | -1.5% | +9.2% | +8.6% |
| 1Y | +20.4% | +0.2% | +20.3% | +20.4% |
| 3Y | +30.8% | +8.6% | +22.2% | +25.5% |
| 5Y | +34.6% | +1.2% | +33.4% | +33.2% |
| 10Y | +173.4% | +18.1% | +155.3% | +195.6% |
| All | +192.1% | +25.5% | +166.6% | +253.2% |
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