-98.4%
MODD vs VT
+64.6%
-163.0%
-99.0%
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 | +7.3% | -1.6% | +8.9% | +8.6% |
| 30D | -12.8% | -2.5% | -10.3% | -11.0% |
| 3M | -20.3% | -1.3% | -19.0% | -19.5% |
| 6M | -57.2% | +3.1% | -60.3% | -57.7% |
| YTD | -83.8% | +10.9% | -94.7% | -84.6% |
| 1Y | -89.4% | +12.1% | -101.5% | -90.0% |
| 3Y | -95.2% | +73.9% | -169.1% | -96.2% |
| All | -98.4% | +64.6% | -163.0% | -98.8% |
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