+966.8%
MOD vs VO
+206.8%
+760.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.1% | +5.7% |
| 7D | -13.9% | -0.1% | -13.8% | -13.7% |
| 30D | -41.5% | +0.5% | -42.0% | -41.9% |
| 3M | -45.7% | -1.0% | -44.7% | -44.6% |
| 6M | -61.1% | +6.4% | -67.5% | -64.0% |
| YTD | -20.5% | +13.6% | -34.1% | -32.2% |
| 1Y | -32.1% | +14.5% | -46.6% | -42.3% |
| 3Y | +146.5% | +67.2% | +79.2% | +35.1% |
| 5Y | +812.7% | +36.1% | +776.6% | +564.5% |
| 10Y | +966.8% | +199.3% | +767.5% | +215.2% |
| All | +966.8% | +206.8% | +760.0% | +215.2% |
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