+906.4%
MOD vs VCLT
+18.4%
+888.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -25.5% | +0.3% | -25.8% | -25.8% |
| 30D | -49.0% | +3.7% | -52.7% | -50.5% |
| 3M | -49.8% | -1.0% | -48.9% | -49.6% |
| 6M | -64.8% | -3.4% | -61.4% | -63.9% |
| YTD | -27.6% | -2.6% | -25.0% | -26.1% |
| 1Y | -35.2% | -3.3% | -31.9% | -33.4% |
| 3Y | +137.1% | +17.3% | +119.8% | +116.7% |
| 5Y | +760.3% | -17.0% | +777.3% | +856.1% |
| All | +906.4% | +18.4% | +888.0% | +1,013.5% |
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