+387.8%
VUG vs MOD
+911.6%
-523.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.1% |
| 7D | -3.4% | -25.5% | +22.1% | +0.4% |
| 30D | -11.1% | -49.0% | +37.9% | -2.3% |
| 3M | -7.2% | -49.8% | +42.6% | +1.8% |
| 6M | -4.1% | -64.8% | +60.6% | +9.8% |
| YTD | +1.4% | -27.6% | +29.0% | +2.7% |
| 1Y | +1.9% | -35.2% | +37.1% | +4.4% |
| 3Y | +77.7% | +137.1% | -59.4% | +43.0% |
| 5Y | +57.6% | +760.3% | -702.7% | +1.8% |
| All | +387.8% | +911.6% | -523.9% | +194.9% |
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