+693.9%
VGT vs MOD
+911.6%
-217.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.4% | +0.3% |
| 7D | -7.2% | -25.5% | +18.3% | -2.6% |
| 30D | -16.1% | -49.0% | +32.9% | -5.8% |
| 3M | -9.2% | -49.8% | +40.7% | +1.9% |
| 6M | -0.7% | -64.8% | +64.0% | +17.8% |
| YTD | +15.6% | -27.6% | +43.2% | +18.7% |
| 1Y | +14.4% | -35.2% | +49.6% | +19.2% |
| 3Y | +105.2% | +137.1% | -31.9% | +63.7% |
| 5Y | +100.0% | +760.3% | -660.3% | +25.2% |
| All | +693.9% | +911.6% | -217.8% | +369.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling