+868.6%
MOD vs VT
+356.1%
+512.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.9% |
| 6M | -53.0% | +3.1% | -56.1% | -53.9% |
| YTD | -6.0% | +10.9% | -17.0% | -17.1% |
| 1Y | -18.0% | +12.1% | -30.0% | -28.0% |
| 3Y | +197.6% | +73.9% | +123.7% | +40.6% |
| 5Y | +1,023.1% | +58.0% | +965.1% | +531.4% |
| 10Y | +1,213.6% | +225.5% | +988.1% | +139.8% |
| All | +868.6% | +356.1% | +512.5% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling