+160.3%
VEA vs MOD
+1,504.3%
-1,344.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +1.9% | +6.3% | -4.5% | +1.0% |
| 30D | +0.8% | -1.7% | +2.4% | +0.9% |
| 3M | +5.7% | -30.1% | +35.8% | +10.0% |
| 6M | +13.3% | +2.7% | +10.6% | +11.6% |
| YTD | +18.4% | +44.1% | -25.7% | +11.1% |
| 1Y | +27.0% | +38.7% | -11.8% | +18.7% |
| 3Y | +79.3% | +309.8% | -230.5% | +37.5% |
| 5Y | +62.1% | +1,569.7% | -1,507.6% | -1.1% |
| 10Y | +160.3% | +1,520.5% | -1,360.2% | +46.2% |
| All | +160.3% | +1,504.3% | -1,344.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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