+697.5%
MXL vs VTEB
+25.5%
+672.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.1% |
| 7D | +18.9% | -0.9% | +19.8% | +20.2% |
| 30D | +0.3% | -2.5% | +2.8% | +3.5% |
| 3M | -8.0% | -3.0% | -5.1% | -4.7% |
| 6M | +341.2% | -2.1% | +343.4% | +353.0% |
| YTD | +327.8% | -1.5% | +329.3% | +335.7% |
| 1Y | +364.9% | +0.2% | +364.7% | +363.5% |
| 3Y | +229.2% | +8.6% | +220.7% | +192.2% |
| 5Y | +42.8% | +1.2% | +41.6% | +38.7% |
| 10Y | +303.1% | +18.1% | +285.0% | +300.8% |
| All | +697.5% | +25.5% | +672.0% | +691.8% |
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