+359.2%
VT vs MOD
+833.4%
-474.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -1.6% | -8.1% | +6.5% | -0.3% |
| 30D | -2.5% | -29.6% | +27.1% | +3.2% |
| 3M | -1.3% | -36.0% | +34.7% | +5.7% |
| 6M | +3.1% | -53.0% | +56.1% | +15.0% |
| YTD | +10.9% | -6.0% | +17.0% | +8.2% |
| 1Y | +12.1% | -18.0% | +30.0% | +11.1% |
| 3Y | +73.9% | +197.6% | -123.7% | +28.1% |
| 5Y | +58.0% | +1,023.1% | -965.1% | -12.9% |
| 10Y | +225.5% | +1,213.6% | -988.1% | +49.3% |
| All | +359.2% | +833.4% | -474.1% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling