+503.0%
MA vs VTEB
+17.9%
+485.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.3% |
| 7D | -1.7% | -0.9% | -0.8% | -0.9% |
| 30D | +1.7% | -2.5% | +4.2% | +4.1% |
| 3M | +17.2% | -3.0% | +20.2% | +20.5% |
| 6M | +13.3% | -2.1% | +15.4% | +15.6% |
| YTD | +0.2% | -1.5% | +1.7% | +1.6% |
| 1Y | -2.7% | +0.2% | -2.9% | -2.9% |
| 3Y | +39.1% | +8.6% | +30.5% | +28.1% |
| 5Y | +68.8% | +1.2% | +67.6% | +65.9% |
| All | +503.0% | +17.9% | +485.2% | +469.8% |
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