+56.2%
VUG vs MOD
+720.4%
-664.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.3% | +1.8% | -4.2% |
| 7D | -7.1% | -34.2% | +27.0% | -0.8% |
| 30D | -12.1% | -51.9% | +39.8% | -1.0% |
| 3M | -8.1% | -53.0% | +44.9% | +3.4% |
| 6M | -3.2% | -66.4% | +63.1% | +14.2% |
| YTD | +0.5% | -31.5% | +32.0% | +2.3% |
| 1Y | -0.7% | -39.6% | +38.9% | +2.8% |
| 3Y | +77.1% | +116.8% | -39.7% | +31.9% |
| 5Y | +56.2% | +713.8% | -657.6% | -20.6% |
| All | +56.2% | +720.4% | -664.2% | -20.6% |
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