+226.3%
VTV vs MOD
+1,504.3%
-1,277.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +0.3% | +6.3% | -6.0% | -0.5% |
| 30D | +0.1% | -1.7% | +1.8% | +0.2% |
| 3M | +6.2% | -30.1% | +36.3% | +10.3% |
| 6M | +13.5% | +2.7% | +10.8% | +11.2% |
| YTD | +18.9% | +44.1% | -25.2% | +10.7% |
| 1Y | +25.8% | +38.7% | -12.9% | +16.7% |
| 3Y | +68.7% | +309.8% | -241.0% | +26.8% |
| 5Y | +80.3% | +1,569.7% | -1,489.4% | +5.3% |
| 10Y | +226.3% | +1,520.5% | -1,294.1% | +70.4% |
| All | +226.3% | +1,504.3% | -1,277.9% | +70.4% |
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