-35.5%
MOD vs VFC
+41.4%
-76.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -17.8% | +3.5% | -21.3% | -19.0% |
| 30D | -43.2% | +38.3% | -81.5% | -50.4% |
| 3M | -46.0% | +40.2% | -86.2% | -53.3% |
| 6M | -62.2% | +10.6% | -72.9% | -63.7% |
| YTD | -22.8% | +16.7% | -39.5% | -30.1% |
| 1Y | -35.5% | +45.0% | -80.5% | -45.1% |
| All | -35.5% | +41.4% | -76.9% | -45.1% |
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