+339.9%
MOD vs VYM
+493.3%
-153.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.7% |
| 7D | -17.8% | +0.1% | -18.0% | -18.3% |
| 30D | -43.2% | +3.0% | -46.2% | -46.5% |
| 3M | -46.0% | -1.0% | -45.0% | -45.3% |
| 6M | -62.2% | +6.4% | -68.6% | -66.1% |
| YTD | -22.8% | +15.9% | -38.7% | -39.6% |
| 1Y | -35.5% | +18.7% | -54.2% | -51.2% |
| 3Y | +128.2% | +72.8% | +55.4% | -5.7% |
| 5Y | +791.6% | +71.2% | +720.4% | +282.7% |
| 10Y | +886.3% | +203.5% | +682.8% | +50.8% |
| All | +339.9% | +493.3% | -153.3% | -79.5% |
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