+753.4%
MOD vs VFC
-67.4%
+820.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -25.5% | +11.2% | -36.7% | -28.1% |
| 30D | -49.0% | +41.5% | -90.5% | -54.3% |
| 3M | -49.8% | +38.9% | -88.8% | -54.8% |
| 6M | -64.8% | +6.1% | -70.9% | -66.0% |
| YTD | -27.6% | +14.5% | -42.2% | -31.7% |
| 1Y | -35.2% | +46.0% | -81.2% | -42.8% |
| 3Y | +137.1% | +36.4% | +100.8% | +93.3% |
| All | +753.4% | -67.4% | +820.9% | +1,479.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling