+26.2%
VTV vs MOD
+45.0%
-18.8%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.6% |
| 7D | +0.5% | +9.6% | -9.1% | -0.1% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | +5.9% | -35.4% | +41.3% | +9.0% |
| 6M | +11.6% | -7.3% | +18.9% | +11.1% |
| YTD | +19.8% | +45.8% | -26.0% | +15.7% |
| 1Y | +26.2% | +43.1% | -16.9% | +22.0% |
| All | +26.2% | +45.0% | -18.8% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling