-39.3%
VG vs MOD
+37.6%
-76.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.2% |
| 7D | +1.7% | +9.6% | -7.9% | 0.0% |
| 30D | +16.0% | 0.0% | +16.0% | +15.5% |
| 3M | +9.7% | -35.4% | +45.1% | +18.0% |
| 6M | +29.6% | -7.3% | +36.8% | +20.4% |
| YTD | +112.0% | +45.8% | +66.2% | +60.4% |
| 1Y | +12.8% | +43.1% | -30.3% | -16.7% |
| All | -39.3% | +37.6% | -76.9% | -59.7% |
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 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