+852.0%
MOD vs VT
+214.8%
+637.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -0.5% |
| 7D | -34.2% | -4.2% | -30.0% | -29.7% |
| 30D | -51.9% | -5.8% | -46.1% | -46.9% |
| 3M | -53.0% | -5.2% | -47.8% | -48.5% |
| 6M | -66.4% | +0.1% | -66.5% | -65.6% |
| YTD | -31.5% | +8.2% | -39.8% | -37.4% |
| 1Y | -39.6% | +10.1% | -49.7% | -45.7% |
| 3Y | +116.8% | +69.7% | +47.2% | +10.4% |
| 5Y | +713.8% | +53.4% | +660.4% | +388.5% |
| All | +852.0% | +214.8% | +637.2% | +146.9% |
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