+183.8%
VXUS vs MOD
+1,028.5%
-844.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.2% |
| 7D | +1.0% | +9.6% | -8.6% | -0.5% |
| 30D | +2.2% | 0.0% | +2.2% | +2.0% |
| 3M | +3.0% | -35.4% | +38.3% | +9.4% |
| 6M | +10.7% | -7.3% | +17.9% | +10.2% |
| YTD | +17.8% | +45.8% | -28.0% | +8.5% |
| 1Y | +27.6% | +43.1% | -15.6% | +16.6% |
| 3Y | +73.3% | +297.7% | -224.4% | +24.5% |
| 5Y | +54.3% | +1,478.8% | -1,424.4% | -17.1% |
| 10Y | +149.8% | +1,633.4% | -1,483.6% | +11.0% |
| All | +183.8% | +1,028.5% | -844.7% | +27.2% |
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