+297.8%
VTI vs MOD
+1,553.3%
-1,255.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | 0.0% |
| 7D | -0.9% | -2.8% | +1.9% | -0.5% |
| 30D | -1.4% | -5.1% | +3.7% | -0.9% |
| 3M | +3.6% | -30.3% | +33.9% | +8.3% |
| 6M | +13.6% | -5.6% | +19.3% | +12.6% |
| YTD | +12.9% | +41.8% | -28.9% | +4.3% |
| 1Y | +17.2% | +28.9% | -11.7% | +9.0% |
| 3Y | +75.7% | +304.1% | -228.5% | +29.7% |
| 5Y | +75.4% | +1,575.2% | -1,499.8% | +0.1% |
| All | +297.8% | +1,553.3% | -1,255.5% | +103.3% |
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 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