+839.8%
MOD vs VYM
+207.1%
+632.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.0% |
| 7D | +8.2% | -0.2% | +8.4% | +8.9% |
| 30D | -38.2% | +3.6% | -41.8% | -41.9% |
| 3M | -46.2% | -0.1% | -46.1% | -46.3% |
| 6M | -62.5% | +7.1% | -69.7% | -66.4% |
| YTD | -20.1% | +17.0% | -37.1% | -36.7% |
| 1Y | -29.7% | +19.0% | -48.7% | -45.3% |
| 3Y | +136.2% | +74.4% | +61.8% | +9.3% |
| 5Y | +820.4% | +72.7% | +747.7% | +344.3% |
| 10Y | +839.8% | +206.6% | +633.2% | +102.1% |
| All | +839.8% | +207.1% | +632.7% | +102.1% |
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