+906.4%
MOD vs VO
+196.6%
+709.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.9% | +5.9% |
| 7D | -25.5% | -2.6% | -23.0% | -22.8% |
| 30D | -49.0% | -0.9% | -48.1% | -48.3% |
| 3M | -49.8% | -3.0% | -46.8% | -47.3% |
| 6M | -64.8% | +2.2% | -67.0% | -65.4% |
| YTD | -27.6% | +10.6% | -38.2% | -35.8% |
| 1Y | -35.2% | +12.5% | -47.7% | -43.5% |
| 3Y | +137.1% | +61.4% | +75.7% | +36.6% |
| 5Y | +760.3% | +33.4% | +726.9% | +544.7% |
| All | +906.4% | +196.6% | +709.8% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling