+533.2%
XYZ vs VTEB
+25.5%
+507.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.8% | -0.2% | +0.6% |
| 30D | -1.7% | -1.3% | -0.4% | +1.1% |
| 3M | +16.7% | -2.1% | +18.9% | +22.2% |
| 6M | +26.9% | -1.7% | +28.5% | +31.8% |
| YTD | +27.1% | -0.6% | +27.7% | +29.3% |
| 1Y | +9.3% | +3.1% | +6.2% | +3.5% |
| 3Y | +42.3% | +9.2% | +33.0% | +19.8% |
| 5Y | -69.3% | +2.2% | -71.5% | -70.8% |
| 10Y | +586.8% | +18.8% | +568.0% | +562.0% |
| All | +533.2% | +25.5% | +507.7% | +684.9% |
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