+173.4%
MO vs VTEB
+25.5%
+147.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | -0.9% | +1.1% | +0.7% |
| 30D | +7.1% | -2.5% | +9.7% | +8.7% |
| 3M | -2.0% | -3.0% | +1.0% | -0.2% |
| 6M | +7.3% | -2.1% | +9.4% | +8.6% |
| YTD | +23.5% | -1.5% | +24.9% | +24.5% |
| 1Y | +11.0% | +0.2% | +10.8% | +10.8% |
| 3Y | +95.0% | +8.6% | +86.4% | +85.3% |
| 5Y | +100.6% | +1.2% | +99.4% | +100.1% |
| 10Y | +114.5% | +18.1% | +96.5% | +107.4% |
| All | +173.4% | +25.5% | +147.9% | +196.3% |
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