+906.4%
MOD vs VFC
-46.8%
+953.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -25.5% | +11.2% | -36.7% | -29.0% |
| 30D | -49.0% | +41.5% | -90.5% | -56.0% |
| 3M | -49.8% | +38.9% | -88.8% | -56.4% |
| 6M | -64.8% | +6.1% | -70.9% | -66.5% |
| YTD | -27.6% | +14.5% | -42.2% | -33.3% |
| 1Y | -35.2% | +46.0% | -81.2% | -45.7% |
| 3Y | +137.1% | +36.4% | +100.8% | +71.4% |
| 5Y | +760.3% | -67.5% | +827.8% | +1,241.8% |
| All | +906.4% | -46.8% | +953.2% | +1,080.6% |
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