+303.2%
XYL vs VTEB
+25.1%
+278.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -1.2% | -1.2% | 0.0% | -0.1% |
| 30D | -13.2% | -2.9% | -10.3% | -10.9% |
| 3M | -0.2% | -3.2% | +3.0% | +2.8% |
| 6M | -12.5% | -2.6% | -9.9% | -10.3% |
| YTD | -20.9% | -1.8% | -19.1% | -19.4% |
| 1Y | -21.6% | +0.2% | -21.8% | -21.5% |
| 3Y | +16.1% | +8.2% | +7.9% | +8.8% |
| 5Y | -15.6% | +0.8% | -16.5% | -16.8% |
| 10Y | +147.7% | +17.7% | +130.0% | +180.8% |
| All | +303.2% | +25.1% | +278.1% | +434.4% |
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