+716.2%
VTV vs MOD
+310.6%
+405.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.3% |
| 7D | -2.2% | -25.5% | +23.3% | +2.1% |
| 30D | +2.2% | -49.0% | +51.2% | +13.2% |
| 3M | +0.3% | -49.8% | +50.1% | +10.8% |
| 6M | +8.3% | -64.8% | +73.0% | +25.2% |
| YTD | +18.5% | -27.6% | +46.2% | +19.4% |
| 1Y | +23.0% | -35.2% | +58.2% | +25.3% |
| 3Y | +72.6% | +137.1% | -64.5% | +29.5% |
| 5Y | +73.3% | +760.3% | -687.0% | -3.0% |
| 10Y | +238.2% | +938.8% | -700.6% | +56.5% |
| All | +716.2% | +310.6% | +405.6% | +256.4% |
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 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