+77.4%
VTI vs MOD
+201.5%
-124.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -3.8% |
| 7D | +2.5% | +40.4% | -37.9% | -2.2% |
| 30D | -1.5% | -14.0% | +12.5% | -0.5% |
| 3M | -3.2% | -33.3% | +30.2% | +0.8% |
| 6M | +2.3% | -51.4% | +53.7% | +10.2% |
| YTD | +11.6% | +1.6% | +10.0% | +6.9% |
| 1Y | +13.8% | +5.4% | +8.4% | +7.9% |
| 3Y | +77.4% | +191.0% | -113.6% | +34.6% |
| All | +77.4% | +201.5% | -124.0% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling