+1,250.4%
VUG vs MOD
+739.5%
+510.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.2% |
| 7D | -0.1% | +9.6% | -9.7% | -1.7% |
| 30D | -0.3% | 0.0% | -0.3% | -0.5% |
| 3M | -0.7% | -35.4% | +34.7% | +5.9% |
| 6M | +14.6% | -7.3% | +21.9% | +13.8% |
| YTD | +9.0% | +45.8% | -36.8% | -0.7% |
| 1Y | +14.9% | +43.1% | -28.3% | +3.9% |
| 3Y | +86.0% | +297.7% | -211.6% | +33.7% |
| 5Y | +76.7% | +1,478.8% | -1,402.1% | -3.5% |
| 10Y | +411.3% | +1,633.4% | -1,222.1% | +138.8% |
| All | +1,250.4% | +739.5% | +510.9% | +499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling