+227.8%
VTV vs MOD
+920.5%
-692.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | 0.0% | -17.8% | +17.9% | +2.0% |
| 30D | +3.2% | -43.2% | +46.4% | +9.8% |
| 3M | +1.7% | -46.0% | +47.7% | +8.4% |
| 6M | +11.0% | -62.2% | +73.3% | +22.7% |
| YTD | +21.0% | -22.8% | +43.8% | +20.5% |
| 1Y | +24.3% | -35.5% | +59.7% | +26.0% |
| 3Y | +76.9% | +128.2% | -51.3% | +42.0% |
| 5Y | +76.9% | +791.6% | -714.7% | +10.8% |
| 10Y | +227.8% | +886.3% | -658.5% | +86.2% |
| All | +227.8% | +920.5% | -692.7% | +86.2% |
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