+1,036.3%
MOD vs VT
+57.9%
+978.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -8.1% | -1.6% | -6.5% | -4.9% |
| 30D | -29.6% | -2.5% | -27.1% | -25.4% |
| 3M | -36.0% | -1.3% | -34.7% | -33.4% |
| 6M | -53.0% | +3.1% | -56.1% | -54.1% |
| YTD | -6.0% | +10.9% | -17.0% | -19.2% |
| 1Y | -18.0% | +12.1% | -30.0% | -30.0% |
| 3Y | +197.6% | +73.9% | +123.7% | +32.5% |
| All | +1,036.3% | +57.9% | +978.4% | +464.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling