+789.3%
MOD vs VTEB
+3.4%
+785.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | -17.8% | +0.7% | -18.5% | -18.6% |
| 30D | -43.2% | +4.0% | -47.3% | -46.2% |
| 3M | -46.0% | -0.5% | -45.5% | -45.6% |
| 6M | -62.2% | -0.6% | -61.6% | -61.9% |
| YTD | -22.8% | +0.4% | -23.2% | -22.8% |
| 1Y | -35.5% | +0.8% | -36.3% | -35.7% |
| 3Y | +128.2% | +11.5% | +116.8% | +100.7% |
| All | +789.3% | +3.4% | +785.9% | +721.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling