+63.6%
VXUS vs MOD
+116.8%
-53.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -2.9% |
| 7D | -3.4% | -34.2% | +30.7% | +0.6% |
| 30D | -5.8% | -51.9% | +46.0% | +1.4% |
| 3M | -6.4% | -53.0% | +46.6% | +0.8% |
| 6M | -2.5% | -66.4% | +63.8% | +8.3% |
| YTD | +7.9% | -31.5% | +39.4% | +11.1% |
| 1Y | +11.5% | -39.6% | +51.0% | +15.8% |
| All | +63.6% | +116.8% | -53.2% | +36.9% |
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