+1,604.6%
MOD vs VFC
-67.5%
+1,672.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.4% |
| 7D | +9.6% | -1.6% | +11.2% | +10.2% |
| 30D | 0.0% | -11.6% | +11.7% | +4.9% |
| 3M | -35.4% | -18.1% | -17.3% | -30.7% |
| 6M | -7.3% | -27.4% | +20.1% | +3.7% |
| YTD | +45.8% | -24.8% | +70.6% | +60.4% |
| 1Y | +43.1% | -8.2% | +51.4% | +44.0% |
| 3Y | +297.7% | -29.1% | +326.8% | +274.9% |
| 5Y | +1,478.8% | -79.2% | +1,557.9% | +2,860.1% |
| All | +1,604.6% | -67.5% | +1,672.1% | +2,363.8% |
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