-14.2%
XYL vs VTEB
+1.2%
-15.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.1% |
| 7D | +1.2% | -0.9% | +2.1% | +2.4% |
| 30D | -11.9% | -2.5% | -9.4% | -8.9% |
| 3M | -1.5% | -3.0% | +1.4% | +2.5% |
| 6M | -11.9% | -2.1% | -9.8% | -9.2% |
| YTD | -20.6% | -1.5% | -19.1% | -18.8% |
| 1Y | -23.5% | +0.2% | -23.7% | -23.3% |
| 3Y | +14.9% | +8.6% | +6.3% | +3.4% |
| All | -14.2% | +1.2% | -15.4% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling