+68.5%
VEA vs MOD
+129.2%
-60.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.0% |
| 7D | -2.2% | -25.5% | +23.3% | +0.5% |
| 30D | -3.4% | -49.0% | +45.6% | +3.4% |
| 3M | -5.6% | -49.8% | +44.2% | +0.9% |
| 6M | -3.4% | -64.8% | +61.3% | +6.7% |
| YTD | +9.7% | -27.6% | +37.4% | +12.2% |
| 1Y | +15.4% | -35.2% | +50.6% | +18.8% |
| 3Y | +68.5% | +137.1% | -68.6% | +37.8% |
| All | +68.5% | +129.2% | -60.7% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling