+223.0%
VT vs MOD
+1,642.7%
-1,419.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.6% |
| 7D | +0.4% | +9.6% | -9.1% | -0.8% |
| 30D | +1.0% | 0.0% | +0.9% | +0.8% |
| 3M | +2.4% | -35.4% | +37.8% | +7.9% |
| 6M | +12.0% | -7.3% | +19.3% | +11.4% |
| YTD | +15.3% | +45.8% | -30.5% | +7.0% |
| 1Y | +22.6% | +43.1% | -20.6% | +13.1% |
| 3Y | +74.7% | +297.7% | -223.0% | +31.8% |
| 5Y | +66.1% | +1,478.8% | -1,412.6% | -1.2% |
| All | +223.0% | +1,642.7% | -1,419.7% | +71.4% |
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