+173.7%
VEA vs MOD
+665.6%
-491.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.3% |
| 7D | +1.0% | +9.6% | -8.6% | -0.7% |
| 30D | +1.9% | 0.0% | +1.9% | +1.8% |
| 3M | +3.2% | -35.4% | +38.6% | +10.3% |
| 6M | +10.2% | -7.3% | +17.5% | +9.6% |
| YTD | +18.9% | +45.8% | -26.9% | +8.5% |
| 1Y | +29.3% | +43.1% | -13.8% | +17.0% |
| 3Y | +76.8% | +297.7% | -220.9% | +23.7% |
| 5Y | +61.2% | +1,478.8% | -1,417.5% | -16.7% |
| 10Y | +163.3% | +1,633.4% | -1,470.1% | +14.0% |
| All | +173.7% | +665.6% | -491.9% | +27.8% |
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 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