+213.0%
VT vs MOD
+857.0%
-644.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.2% | -3.1% |
| 7D | -4.2% | -34.2% | +30.0% | +0.9% |
| 30D | -5.8% | -51.9% | +46.1% | +3.4% |
| 3M | -5.2% | -53.0% | +47.8% | +4.0% |
| 6M | +0.1% | -66.4% | +66.5% | +14.0% |
| YTD | +8.2% | -31.5% | +39.8% | +10.4% |
| 1Y | +10.1% | -39.6% | +49.7% | +13.7% |
| 3Y | +69.7% | +116.8% | -47.2% | +38.2% |
| 5Y | +53.4% | +713.8% | -660.4% | -0.8% |
| All | +213.0% | +857.0% | -644.0% | +87.0% |
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