+54.0%
VEA vs MOD
+1,086.9%
-1,032.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | -3.3% |
| 7D | +2.3% | +40.4% | -38.2% | -2.3% |
| 30D | +0.2% | -14.0% | +14.2% | +1.1% |
| 3M | -5.3% | -33.3% | +28.0% | -1.7% |
| 6M | -0.9% | -51.4% | +50.5% | +6.3% |
| YTD | +12.2% | +1.6% | +10.6% | +9.1% |
| 1Y | +16.1% | +5.4% | +10.7% | +11.9% |
| 3Y | +73.0% | +191.0% | -118.0% | +35.0% |
| All | +54.0% | +1,086.9% | -1,032.9% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling