-89.8%
MODD vs VT
+75.0%
-164.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +6.4% | +0.4% | +5.9% | +5.8% |
| 30D | +83.1% | +1.0% | +82.1% | +80.6% |
| 3M | -26.3% | +2.4% | -28.6% | -28.0% |
| 6M | -35.4% | +12.0% | -47.4% | -42.4% |
| YTD | -66.3% | +15.3% | -81.6% | -70.5% |
| 1Y | -82.7% | +22.6% | -105.3% | -85.8% |
| All | -89.8% | +75.0% | -164.8% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling