+584.9%
XYZ vs VTEB
+23.2%
+561.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.5% |
| 7D | -1.1% | -1.2% | +0.2% | +1.7% |
| 30D | +11.5% | +2.5% | +9.0% | +5.9% |
| 3M | +1.8% | -1.7% | +3.5% | +5.9% |
| 6M | +21.2% | -1.2% | +22.4% | +25.1% |
| YTD | +29.9% | -0.5% | +30.4% | +32.2% |
| 1Y | +35.8% | -0.1% | +35.8% | +37.0% |
| 3Y | +62.6% | +10.5% | +52.1% | +31.5% |
| 5Y | -62.8% | +2.6% | -65.4% | -64.9% |
| All | +584.9% | +23.2% | +561.7% | +547.8% |
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 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