+812.7%
MOD vs VFC
-67.1%
+879.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +9.2% |
| 7D | -13.9% | +7.7% | -21.6% | -15.9% |
| 30D | -41.5% | +39.2% | -80.7% | -47.3% |
| 3M | -45.7% | +40.3% | -86.0% | -51.2% |
| 6M | -61.1% | +11.4% | -72.5% | -62.9% |
| YTD | -20.5% | +17.5% | -38.0% | -25.4% |
| 1Y | -32.1% | +45.9% | -78.0% | -40.0% |
| 3Y | +146.5% | +47.3% | +99.1% | +96.1% |
| 5Y | +812.7% | -67.2% | +879.9% | +1,576.9% |
| All | +812.7% | -67.1% | +879.8% | +1,576.9% |
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