+39.7%
VGT vs MOD
+45.0%
-5.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.5% |
| 7D | +1.0% | +9.6% | -8.6% | -0.8% |
| 30D | +1.3% | 0.0% | +1.3% | +1.1% |
| 3M | -1.1% | -35.4% | +34.2% | +6.2% |
| 6M | +32.6% | -7.3% | +39.9% | +34.0% |
| YTD | +29.0% | +45.8% | -16.8% | +22.3% |
| 1Y | +39.7% | +43.1% | -3.4% | +32.4% |
| All | +39.7% | +45.0% | -5.3% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling