+5,731.6%
MU vs VTEB
+17.9%
+5,713.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.6% |
| 7D | -4.1% | -0.9% | -3.1% | -3.1% |
| 30D | +7.0% | -2.5% | +9.5% | +10.1% |
| 3M | -2.1% | -3.0% | +0.9% | +1.3% |
| 6M | +133.1% | -2.1% | +135.2% | +139.5% |
| YTD | +241.9% | -1.5% | +243.4% | +249.2% |
| 1Y | +548.8% | +0.2% | +548.6% | +551.6% |
| 3Y | +1,308.2% | +8.6% | +1,299.6% | +1,196.0% |
| 5Y | +1,260.7% | +1.2% | +1,259.5% | +1,239.7% |
| All | +5,731.6% | +17.9% | +5,713.8% | +5,932.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling