+335.8%
MOD vs ITOT
+874.9%
-539.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +5.6% |
| 7D | -13.9% | +0.2% | -14.2% | -14.6% |
| 30D | -41.5% | -3.0% | -38.5% | -38.2% |
| 3M | -45.7% | -2.7% | -43.0% | -42.7% |
| 6M | -61.1% | +2.6% | -63.7% | -61.9% |
| YTD | -20.5% | +11.5% | -32.0% | -31.6% |
| 1Y | -32.1% | +13.5% | -45.6% | -42.8% |
| 3Y | +146.5% | +79.7% | +66.7% | +5.2% |
| 5Y | +812.7% | +64.2% | +748.5% | +354.3% |
| 10Y | +966.8% | +290.2% | +676.7% | +14.0% |
| All | +335.8% | +874.9% | -539.1% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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