+433.8%
MAR vs VTEB
+17.9%
+416.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.4% |
| 7D | -0.5% | -0.9% | +0.4% | +0.3% |
| 30D | -5.4% | -2.5% | -2.9% | -3.2% |
| 3M | -15.5% | -3.0% | -12.5% | -13.1% |
| 6M | +3.0% | -2.1% | +5.1% | +5.1% |
| YTD | +8.5% | -1.5% | +10.0% | +10.2% |
| 1Y | +26.0% | +0.2% | +25.8% | +26.0% |
| 3Y | +68.6% | +8.6% | +60.1% | +55.9% |
| 5Y | +157.4% | +1.2% | +156.2% | +153.2% |
| All | +433.8% | +17.9% | +416.0% | +460.3% |
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