-51.4%
VG vs MOD
-35.4%
-16.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -2.7% |
| 7D | -22.0% | -34.2% | +12.1% | -16.3% |
| 30D | -14.7% | -51.9% | +37.1% | -4.0% |
| 3M | -7.1% | -53.0% | +46.0% | +4.2% |
| 6M | -11.2% | -66.4% | +55.2% | +3.7% |
| YTD | +69.8% | -31.5% | +101.4% | +44.7% |
| 1Y | +49.9% | -39.6% | +89.4% | +32.0% |
| All | -51.4% | -35.4% | -16.0% | -63.7% |
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