+137.1%
MOD vs VO
+60.2%
+77.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.9% | +6.1% |
| 7D | -25.5% | -2.6% | -23.0% | -21.1% |
| 30D | -49.0% | -0.9% | -48.1% | -48.1% |
| 3M | -49.8% | -3.0% | -46.8% | -45.9% |
| 6M | -64.8% | +2.2% | -67.0% | -66.1% |
| YTD | -27.6% | +10.6% | -38.2% | -41.4% |
| 1Y | -35.2% | +12.5% | -47.7% | -49.0% |
| 3Y | +137.1% | +61.4% | +75.7% | +0.9% |
| All | +137.1% | +60.2% | +77.0% | +0.9% |
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