+34.3%
MOD vs VTEB
+1.3%
+32.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -0.8% |
| 7D | +3.6% | -0.7% | +4.3% | +7.0% |
| 30D | -2.6% | -2.1% | -0.6% | +7.4% |
| 3M | -33.1% | -2.7% | -30.5% | -23.5% |
| 6M | -7.5% | -2.1% | -5.4% | +3.3% |
| YTD | +39.3% | -1.1% | +40.4% | +50.4% |
| 1Y | +34.3% | +1.3% | +32.9% | +17.4% |
| All | +34.3% | +1.3% | +32.9% | +17.4% |
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