+18.3%
MOD vs VYM
+18.5%
-0.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -1.8% |
| 7D | -3.9% | -1.9% | -2.1% | +2.3% |
| 30D | -9.6% | -2.6% | -7.0% | -1.3% |
| 3M | -30.6% | +3.6% | -34.1% | -38.6% |
| 6M | -10.9% | +8.7% | -19.6% | -31.8% |
| YTD | +34.3% | +14.1% | +20.1% | -10.6% |
| 1Y | +18.3% | +17.8% | +0.5% | -24.3% |
| All | +18.3% | +18.5% | -0.2% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling