+5.2%
VUG vs MOD
-33.0%
+38.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +23.0% | +3.8% |
| 7D | -3.0% | -31.3% | +28.3% | +0.8% |
| 30D | -6.4% | -46.1% | +39.7% | -0.1% |
| 3M | -3.2% | -51.1% | +47.9% | +4.2% |
| 6M | +3.1% | -62.1% | +65.2% | +13.5% |
| YTD | +6.3% | -26.2% | +32.5% | +9.6% |
| 1Y | +5.2% | -32.6% | +37.7% | +8.7% |
| All | +5.2% | -33.0% | +38.2% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling