+3,565.2%
MOD vs VFC
+845.1%
+2,720.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.2% |
| 7D | +9.6% | -1.6% | +11.2% | +10.3% |
| 30D | 0.0% | -11.6% | +11.7% | +5.6% |
| 3M | -35.4% | -18.1% | -17.3% | -30.1% |
| 6M | -7.3% | -27.4% | +20.1% | +5.3% |
| YTD | +45.8% | -24.8% | +70.6% | +62.4% |
| 1Y | +43.1% | -8.2% | +51.4% | +43.3% |
| 3Y | +297.7% | -29.1% | +326.8% | +261.9% |
| 5Y | +1,478.8% | -79.2% | +1,557.9% | +2,507.2% |
| 10Y | +1,633.4% | -68.1% | +1,701.5% | +2,112.5% |
| All | +3,565.2% | +845.1% | +2,720.1% | +1,708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling