-33.5%
MOD vs VFC
+42.4%
-75.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +9.0% |
| 7D | -13.9% | +7.7% | -21.6% | -16.3% |
| 30D | -41.5% | +39.2% | -80.7% | -49.0% |
| 3M | -45.7% | +40.3% | -86.0% | -53.1% |
| 6M | -61.1% | +11.4% | -72.5% | -62.7% |
| YTD | -20.5% | +17.5% | -38.0% | -28.1% |
| All | -33.5% | +42.4% | -75.9% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling