+152.6%
VEA vs MOD
+278.2%
-125.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.4% |
| 7D | -2.2% | -25.5% | +23.3% | +2.1% |
| 30D | -3.4% | -49.0% | +45.6% | +7.4% |
| 3M | -5.6% | -49.8% | +44.2% | +4.7% |
| 6M | -3.4% | -64.8% | +61.3% | +12.5% |
| YTD | +9.7% | -27.6% | +37.4% | +11.4% |
| 1Y | +15.4% | -35.2% | +50.6% | +18.6% |
| 3Y | +68.5% | +137.1% | -68.6% | +27.5% |
| 5Y | +49.6% | +760.3% | -710.6% | -15.2% |
| 10Y | +154.3% | +938.8% | -784.5% | +18.2% |
| All | +152.6% | +278.2% | -125.6% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling