-99.7%
AMOD vs VT
+61.2%
-161.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +3.7% |
| 7D | -7.5% | +0.4% | -7.9% | -7.4% |
| 30D | -55.3% | -2.6% | -52.7% | -54.2% |
| 3M | -78.4% | -3.2% | -75.2% | -77.8% |
| 6M | -89.4% | +0.9% | -90.4% | -89.4% |
| YTD | -94.7% | +11.3% | -106.0% | -94.9% |
| 1Y | -97.7% | +14.0% | -111.7% | -97.8% |
| 3Y | -99.8% | +75.8% | -175.6% | -99.8% |
| 5Y | -99.7% | +57.8% | -157.6% | -99.8% |
| All | -99.7% | +61.2% | -161.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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