+815.6%
MOD vs VFC
-48.7%
+864.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +8.2% | -1.4% | +9.6% | +8.9% |
| 30D | -38.2% | +30.7% | -68.9% | -44.7% |
| 3M | -46.2% | +40.6% | -86.8% | -53.5% |
| 6M | -62.5% | +16.5% | -79.0% | -65.5% |
| YTD | -20.1% | +16.2% | -36.3% | -26.7% |
| 1Y | -29.7% | +42.4% | -72.1% | -40.4% |
| 3Y | +136.2% | +48.1% | +88.1% | +64.7% |
| 5Y | +820.4% | -67.8% | +888.2% | +1,346.3% |
| All | +815.6% | -48.7% | +864.4% | +1,031.5% |
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