+146.2%
VXUS vs MOD
+1,079.7%
-933.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.9% | -3.5% |
| 7D | +2.1% | +40.4% | -38.3% | -2.6% |
| 30D | -1.1% | -14.0% | +12.9% | -0.2% |
| 3M | -5.6% | -33.3% | +27.7% | -2.0% |
| 6M | -2.3% | -51.4% | +49.2% | +4.9% |
| YTD | +10.4% | +1.6% | +8.7% | +6.9% |
| 1Y | +13.1% | +5.4% | +7.7% | +8.6% |
| 3Y | +68.0% | +191.0% | -123.0% | +33.4% |
| 5Y | +45.8% | +1,093.1% | -1,047.3% | -8.2% |
| All | +146.2% | +1,079.7% | -933.4% | +43.1% |
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