+717.0%
VGT vs MOD
+920.5%
-203.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.8% |
| 7D | -4.1% | -17.8% | +13.7% | -1.2% |
| 30D | -13.6% | -43.2% | +29.6% | -4.9% |
| 3M | -8.0% | -46.0% | +38.1% | +1.8% |
| 6M | -1.5% | -62.2% | +60.8% | +15.4% |
| YTD | +17.7% | -22.8% | +40.5% | +19.4% |
| 1Y | +13.8% | -35.5% | +49.3% | +18.6% |
| 3Y | +101.6% | +128.2% | -26.6% | +61.4% |
| 5Y | +106.7% | +791.6% | -684.9% | +28.0% |
| 10Y | +717.0% | +886.3% | -169.3% | +371.9% |
| All | +717.0% | +920.5% | -203.5% | +371.9% |
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