+735.7%
MOD vs VYM
+492.8%
+242.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.0% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | 0.0% | -0.5% | +0.6% | +1.0% |
| 3M | -35.4% | +3.0% | -38.4% | -38.4% |
| 6M | -7.3% | +8.2% | -15.5% | -18.0% |
| YTD | +45.8% | +15.8% | +30.0% | +14.9% |
| 1Y | +43.1% | +20.8% | +22.3% | +5.8% |
| 3Y | +297.7% | +65.3% | +232.4% | +79.0% |
| 5Y | +1,478.8% | +76.6% | +1,402.2% | +545.2% |
| 10Y | +1,633.4% | +203.9% | +1,429.5% | +166.2% |
| All | +735.7% | +492.8% | +242.9% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling