-66.4%
MOD vs VFC
+11.1%
-77.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -7.1% |
| 7D | -34.2% | +10.9% | -45.0% | -35.0% |
| 30D | -51.9% | +40.6% | -92.5% | -54.9% |
| 3M | -53.0% | +34.4% | -87.5% | -55.8% |
| 6M | -66.4% | +12.3% | -78.6% | -67.2% |
| All | -66.4% | +11.1% | -77.4% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling