-98.5%
MODD vs VT
+67.4%
-165.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.4% | -6.9% |
| 7D | -12.6% | -0.3% | -12.3% | -12.4% |
| 30D | -27.4% | -1.4% | -26.0% | -26.6% |
| 3M | -22.7% | -1.4% | -21.3% | -21.9% |
| 6M | -59.0% | +5.5% | -64.4% | -60.1% |
| YTD | -84.7% | +12.8% | -97.5% | -85.6% |
| 1Y | -90.2% | +15.4% | -105.6% | -90.9% |
| 3Y | -95.5% | +76.9% | -172.3% | -96.5% |
| All | -98.5% | +67.4% | -165.9% | -98.9% |
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