+792.6%
VGT vs MOD
+1,504.3%
-711.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +1.8% | +6.3% | -4.5% | +0.7% |
| 30D | -0.3% | -1.7% | +1.3% | -0.2% |
| 3M | +3.4% | -30.1% | +33.5% | +9.6% |
| 6M | +35.0% | +2.7% | +32.3% | +32.5% |
| YTD | +28.8% | +44.1% | -15.3% | +17.7% |
| 1Y | +38.0% | +38.7% | -0.7% | +25.9% |
| 3Y | +125.8% | +309.8% | -184.0% | +63.5% |
| 5Y | +134.7% | +1,569.7% | -1,435.0% | +30.9% |
| 10Y | +792.6% | +1,520.5% | -727.9% | +360.9% |
| All | +792.6% | +1,504.3% | -711.7% | +360.9% |
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