+1,248.9%
MOD vs VT
+226.2%
+1,022.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -8.1% | -1.6% | -6.5% | -5.4% |
| 30D | -29.6% | -2.5% | -27.1% | -26.1% |
| 3M | -36.0% | -1.3% | -34.7% | -33.8% |
| 6M | -53.0% | +3.1% | -56.1% | -53.9% |
| YTD | -6.0% | +10.9% | -17.0% | -16.9% |
| 1Y | -18.0% | +12.1% | -30.0% | -27.9% |
| 3Y | +197.6% | +73.9% | +123.7% | +46.5% |
| 5Y | +1,023.1% | +58.0% | +965.1% | +547.5% |
| All | +1,248.9% | +226.2% | +1,022.7% | +232.1% |
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