+913.2%
VTI vs MOD
+373.1%
+540.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | -0.6% |
| 7D | -2.6% | -25.5% | +23.0% | +2.1% |
| 30D | -5.0% | -49.0% | +44.0% | +6.3% |
| 3M | -4.3% | -49.8% | +45.5% | +6.9% |
| 6M | +0.6% | -64.8% | +65.3% | +18.1% |
| YTD | +8.9% | -27.6% | +36.5% | +10.1% |
| 1Y | +11.1% | -35.2% | +46.3% | +13.9% |
| 3Y | +74.5% | +137.1% | -62.6% | +30.7% |
| 5Y | +60.1% | +760.3% | -700.2% | -10.9% |
| 10Y | +297.4% | +938.8% | -641.4% | +81.6% |
| All | +913.2% | +373.1% | +540.1% | +282.6% |
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 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