+230.7%
VTV vs MOD
+1,005.7%
-775.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.9% | +0.8% |
| 7D | -0.5% | -13.9% | +13.4% | +0.8% |
| 30D | +3.1% | -41.5% | +44.6% | +9.3% |
| 3M | +1.8% | -45.7% | +47.6% | +8.6% |
| 6M | +10.9% | -61.1% | +72.0% | +22.1% |
| YTD | +20.9% | -20.5% | +41.4% | +19.9% |
| 1Y | +24.6% | -32.1% | +56.8% | +25.6% |
| 3Y | +78.6% | +146.5% | -67.9% | +41.8% |
| 5Y | +76.4% | +812.7% | -736.3% | +10.2% |
| 10Y | +230.7% | +966.8% | -736.1% | +87.0% |
| All | +230.7% | +1,005.7% | -775.0% | +87.0% |
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 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