+2,267.4%
VGT vs MOD
+739.5%
+1,527.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 6M | +32.6% | -7.3% | +39.9% | +32.4% |
| YTD | +29.0% | +45.8% | -16.8% | +16.8% |
| 1Y | +39.7% | +43.1% | -3.4% | +25.7% |
| 3Y | +120.9% | +297.7% | -176.7% | +55.2% |
| 5Y | +133.6% | +1,478.8% | -1,345.2% | +21.6% |
| 10Y | +792.6% | +1,633.4% | -840.8% | +292.8% |
| All | +2,267.4% | +739.5% | +1,527.9% | +877.9% |
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 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