+1,511.5%
MOD vs VYM
+202.0%
+1,309.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | +3.6% | -1.0% | +4.6% | +5.3% |
| 30D | -2.6% | -2.0% | -0.6% | +0.7% |
| 3M | -33.1% | +3.1% | -36.2% | -36.1% |
| 6M | -7.5% | +8.9% | -16.4% | -18.1% |
| YTD | +39.3% | +14.7% | +24.6% | +14.4% |
| 1Y | +34.3% | +19.4% | +14.8% | +4.6% |
| 3Y | +296.2% | +65.4% | +230.8% | +99.7% |
| 5Y | +1,504.6% | +77.6% | +1,427.0% | +649.7% |
| 10Y | +1,511.5% | +207.8% | +1,303.7% | +237.0% |
| All | +1,511.5% | +202.0% | +1,309.5% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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