-32.6%
MOD vs VTEB
+0.4%
-32.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.4% | -21.9% | -22.2% |
| 7D | -31.3% | +0.9% | -32.2% | -32.8% |
| 30D | -46.1% | +3.7% | -49.8% | -52.0% |
| 3M | -51.1% | -0.8% | -50.3% | -46.4% |
| 6M | -62.1% | -0.9% | -61.1% | -58.3% |
| YTD | -26.2% | -0.1% | -26.1% | -17.6% |
| 1Y | -32.6% | +0.2% | -32.8% | -26.3% |
| All | -32.6% | +0.4% | -32.9% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling