+40.6%
Z vs VTEB
+26.7%
+13.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.2% |
| 7D | -3.0% | -0.8% | -2.2% | -1.2% |
| 30D | -4.2% | -1.3% | -2.8% | -1.0% |
| 3M | -3.7% | -2.1% | -1.6% | +1.5% |
| 6M | -24.5% | -1.7% | -22.8% | -21.1% |
| YTD | -49.3% | -0.6% | -48.7% | -48.4% |
| 1Y | -58.7% | +3.1% | -61.7% | -61.2% |
| 3Y | -34.1% | +9.2% | -43.4% | -44.3% |
| 5Y | -64.5% | +2.2% | -66.7% | -65.8% |
| 10Y | -0.5% | +18.8% | -19.3% | -8.3% |
| All | +40.6% | +26.7% | +13.9% | +55.5% |
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