+966.8%
MOD vs VFC
-44.8%
+1,011.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +8.9% |
| 7D | -13.9% | +7.7% | -21.6% | -16.6% |
| 30D | -41.5% | +39.2% | -80.7% | -49.1% |
| 3M | -45.7% | +40.3% | -86.0% | -53.0% |
| 6M | -61.1% | +11.4% | -72.5% | -63.6% |
| YTD | -20.5% | +17.5% | -38.0% | -27.3% |
| 1Y | -32.1% | +45.9% | -78.0% | -43.1% |
| 3Y | +146.5% | +47.3% | +99.1% | +72.2% |
| 5Y | +812.7% | -67.2% | +879.9% | +1,324.0% |
| 10Y | +966.8% | -46.1% | +1,012.9% | +1,153.5% |
| All | +966.8% | -44.8% | +1,011.6% | +1,153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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