+1,164.6%
MOD vs VTEB
+27.2%
+1,137.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | +16.1% | -0.7% | +16.8% | +17.0% |
| 30D | -38.5% | +2.7% | -41.2% | -40.3% |
| 3M | -46.8% | -1.2% | -45.6% | -46.2% |
| 6M | -61.6% | -1.0% | -60.6% | -61.2% |
| YTD | -20.5% | -0.2% | -20.4% | -20.3% |
| 1Y | -28.0% | +0.1% | -28.1% | -27.9% |
| 3Y | +134.9% | +10.8% | +124.2% | +113.0% |
| 5Y | +833.2% | +2.9% | +830.3% | +803.8% |
| 10Y | +834.8% | +22.7% | +812.1% | +1,124.1% |
| All | +1,164.6% | +27.2% | +1,137.4% | +1,714.1% |
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 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