+2,122.6%
VGT vs MOD
+353.3%
+1,769.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.2% |
| 7D | -1.6% | +8.2% | -9.8% | -3.1% |
| 30D | -10.1% | -38.2% | +28.1% | -2.2% |
| 3M | -5.3% | -46.2% | +41.0% | +5.4% |
| 6M | +0.2% | -62.5% | +62.8% | +18.4% |
| YTD | +21.1% | -20.1% | +41.2% | +21.8% |
| 1Y | +18.2% | -29.7% | +47.8% | +21.1% |
| 3Y | +107.4% | +136.2% | -28.8% | +60.1% |
| 5Y | +111.5% | +820.4% | -708.8% | +21.3% |
| 10Y | +735.5% | +839.8% | -104.3% | +310.8% |
| All | +2,122.6% | +353.3% | +1,769.3% | +923.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling