+124.3%
MOD vs VO
+60.4%
+63.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.8% | +1.3% |
| 7D | -34.2% | -3.3% | -30.8% | -28.7% |
| 30D | -51.9% | -1.8% | -50.0% | -49.9% |
| 3M | -53.0% | -3.4% | -49.7% | -48.8% |
| 6M | -66.4% | +3.0% | -69.4% | -68.2% |
| YTD | -31.5% | +10.7% | -42.3% | -44.8% |
| 1Y | -39.6% | +11.8% | -51.4% | -51.7% |
| All | +124.3% | +60.4% | +63.9% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling