+1,064.5%
MOD vs VCLT
+21.5%
+1,042.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.3% | +28.1% |
| 7D | +40.4% | -2.3% | +42.7% | +42.6% |
| 30D | -14.0% | +0.8% | -14.8% | -14.8% |
| 3M | -33.3% | -2.7% | -30.7% | -32.3% |
| 6M | -51.4% | -4.3% | -47.1% | -49.9% |
| YTD | +1.6% | -4.3% | +5.9% | +5.0% |
| 1Y | +5.4% | -4.4% | +9.7% | +9.1% |
| 3Y | +191.0% | +13.8% | +177.2% | +170.4% |
| 5Y | +1,093.1% | -17.0% | +1,110.1% | +1,233.4% |
| All | +1,064.5% | +21.5% | +1,042.9% | +1,136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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