+49.6%
VEA vs MOD
+748.9%
-699.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.1% |
| 7D | -2.2% | -25.5% | +23.3% | +0.9% |
| 30D | -3.4% | -49.0% | +45.6% | +4.4% |
| 3M | -5.6% | -49.8% | +44.2% | +1.9% |
| 6M | -3.4% | -64.8% | +61.3% | +8.1% |
| YTD | +9.7% | -27.6% | +37.4% | +11.6% |
| 1Y | +15.4% | -35.2% | +50.6% | +18.4% |
| 3Y | +68.5% | +137.1% | -68.6% | +34.7% |
| All | +49.6% | +748.9% | -699.4% | -7.6% |
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