+839.8%
MOD vs VCLT
+21.9%
+817.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | +8.2% | -0.6% | +8.8% | +8.7% |
| 30D | -38.2% | +2.8% | -40.9% | -39.6% |
| 3M | -46.2% | -0.4% | -45.8% | -46.3% |
| 6M | -62.5% | -3.1% | -59.4% | -61.7% |
| YTD | -20.1% | -2.7% | -17.4% | -18.4% |
| 1Y | -29.7% | -3.7% | -26.0% | -27.5% |
| 3Y | +136.2% | +15.6% | +120.6% | +117.2% |
| 5Y | +820.4% | -15.8% | +836.1% | +918.7% |
| 10Y | +839.8% | +23.0% | +816.8% | +894.2% |
| All | +839.8% | +21.9% | +817.9% | +894.2% |
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