-28.0%
MOD vs VO
+13.5%
-41.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +1.9% |
| 7D | +16.1% | +2.9% | +13.2% | +7.3% |
| 30D | -38.5% | +1.0% | -39.5% | -40.5% |
| 3M | -46.8% | -1.7% | -45.1% | -43.7% |
| 6M | -61.6% | +6.7% | -68.3% | -67.7% |
| YTD | -20.5% | +14.0% | -34.5% | -44.7% |
| 1Y | -28.0% | +13.7% | -41.7% | -48.2% |
| All | -28.0% | +13.5% | -41.5% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling