+725.0%
VTV vs MOD
+739.5%
-14.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.0% |
| 7D | +0.5% | +9.6% | -9.1% | -1.1% |
| 30D | +1.1% | 0.0% | +1.1% | +0.9% |
| 3M | +5.9% | -35.4% | +41.3% | +12.7% |
| 6M | +11.6% | -7.3% | +18.9% | +10.5% |
| YTD | +19.8% | +45.8% | -26.0% | +8.8% |
| 1Y | +26.2% | +43.1% | -16.9% | +13.6% |
| 3Y | +68.5% | +297.7% | -229.2% | +17.3% |
| 5Y | +79.9% | +1,478.8% | -1,398.9% | -7.8% |
| 10Y | +229.7% | +1,633.4% | -1,403.7% | +42.5% |
| All | +725.0% | +739.5% | -14.5% | +223.8% |
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