-14.2%
MOD vs VT
+13.3%
-27.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -8.1% | -1.6% | -6.5% | -3.3% |
| 30D | -29.6% | -2.5% | -27.1% | -23.4% |
| 3M | -36.0% | -1.3% | -34.7% | -32.4% |
| 6M | -53.0% | +3.1% | -56.1% | -54.9% |
| YTD | -6.0% | +10.9% | -17.0% | -28.1% |
| All | -14.2% | +13.3% | -27.4% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling