+62.5%
VUG vs MOD
+832.8%
-770.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.9% | -7.1% | +1.1% |
| 7D | +0.5% | -13.9% | +14.4% | +2.4% |
| 30D | -8.2% | -41.5% | +33.4% | 0.0% |
| 3M | -5.4% | -45.7% | +40.3% | +3.8% |
| 6M | -2.5% | -61.1% | +58.6% | +12.1% |
| YTD | +4.2% | -20.5% | +24.7% | +3.3% |
| 1Y | +5.0% | -32.1% | +37.2% | +6.6% |
| 3Y | +81.7% | +146.5% | -64.7% | +32.3% |
| 5Y | +62.5% | +812.7% | -750.2% | -18.6% |
| All | +62.5% | +832.8% | -770.3% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling