+453.1%
MAR vs VTEB
+26.0%
+427.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.3% |
| 7D | -0.5% | -0.7% | +0.2% | +0.1% |
| 30D | -4.7% | -2.1% | -2.6% | -3.0% |
| 3M | -15.6% | -2.7% | -12.9% | -13.7% |
| 6M | +1.2% | -2.1% | +3.3% | +3.1% |
| YTD | +7.5% | -1.1% | +8.6% | +8.6% |
| 1Y | +26.6% | +1.3% | +25.3% | +25.5% |
| 3Y | +66.0% | +9.0% | +57.0% | +54.5% |
| 5Y | +154.1% | +1.5% | +152.6% | +149.4% |
| 10Y | +441.9% | +18.5% | +423.3% | +488.1% |
| All | +453.1% | +26.0% | +427.2% | +629.3% |
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 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