+375.1%
VT vs MOD
+1,333.9%
-958.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.0% | +6.3% | -5.3% | -0.1% |
| 30D | -0.2% | -1.7% | +1.4% | -0.1% |
| 3M | +4.5% | -30.1% | +34.7% | +10.1% |
| 6M | +14.1% | +2.7% | +11.4% | +11.3% |
| YTD | +14.8% | +44.1% | -29.3% | +4.6% |
| 1Y | +21.2% | +38.7% | -17.5% | +10.0% |
| 3Y | +76.6% | +309.8% | -233.2% | +23.6% |
| 5Y | +66.6% | +1,569.7% | -1,503.1% | -13.8% |
| 10Y | +222.3% | +1,520.5% | -1,298.2% | +44.1% |
| All | +375.1% | +1,333.9% | -958.9% | +118.3% |
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