+258.1%
XLY vs VTEB
+25.5%
+232.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -1.7% | -0.9% | -0.8% | -0.9% |
| 30D | -4.2% | -2.5% | -1.7% | -2.1% |
| 3M | -2.7% | -3.0% | +0.3% | -0.2% |
| 6M | -0.6% | -2.1% | +1.5% | +1.3% |
| YTD | -5.0% | -1.5% | -3.5% | -3.7% |
| 1Y | -4.1% | +0.2% | -4.3% | -4.0% |
| 3Y | +33.6% | +8.6% | +25.0% | +25.4% |
| 5Y | +28.7% | +1.2% | +27.5% | +26.1% |
| 10Y | +219.6% | +18.1% | +201.5% | +242.2% |
| All | +258.1% | +25.5% | +232.6% | +347.7% |
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