+77.7%
VUG vs MOD
+129.2%
-51.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | 0.0% |
| 7D | -3.4% | -25.5% | +22.1% | +0.6% |
| 30D | -11.1% | -49.0% | +37.9% | -1.7% |
| 3M | -7.2% | -49.8% | +42.6% | +2.3% |
| 6M | -4.1% | -64.8% | +60.6% | +10.8% |
| YTD | +1.4% | -27.6% | +29.0% | +2.0% |
| 1Y | +1.9% | -35.2% | +37.1% | +3.9% |
| 3Y | +77.7% | +137.1% | -59.4% | +37.8% |
| All | +77.7% | +129.2% | -51.5% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling