+2,220.1%
MOD vs VTEB
+26.7%
+2,193.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -0.8% | +10.4% | +10.4% |
| 30D | 0.0% | -1.3% | +1.4% | +1.4% |
| 3M | -35.4% | -2.1% | -33.2% | -33.9% |
| 6M | -7.3% | -1.7% | -5.6% | -5.5% |
| YTD | +45.8% | -0.6% | +46.4% | +47.1% |
| 1Y | +43.1% | +3.1% | +40.1% | +39.7% |
| 3Y | +297.7% | +9.2% | +288.4% | +265.8% |
| 5Y | +1,478.8% | +2.2% | +1,476.6% | +1,441.7% |
| 10Y | +1,633.4% | +18.8% | +1,614.6% | +1,896.4% |
| All | +2,220.1% | +26.7% | +2,193.5% | +3,246.3% |
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