+227.2%
VT vs MOD
+1,193.3%
-966.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -1.6% | -8.1% | +6.5% | -0.5% |
| 30D | -2.5% | -29.6% | +27.1% | +2.1% |
| 3M | -1.3% | -36.0% | +34.7% | +4.3% |
| 6M | +3.1% | -53.0% | +56.1% | +12.6% |
| YTD | +10.9% | -6.0% | +17.0% | +8.9% |
| 1Y | +12.1% | -18.0% | +30.0% | +11.5% |
| 3Y | +73.9% | +197.6% | -123.7% | +36.3% |
| 5Y | +58.0% | +1,023.1% | -965.1% | -1.8% |
| All | +227.2% | +1,193.3% | -966.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling