-35.2%
MOD vs VCLT
-3.1%
-32.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -25.5% | +0.3% | -25.8% | -26.0% |
| 30D | -49.0% | +3.7% | -52.7% | -53.5% |
| 3M | -49.8% | -1.0% | -48.9% | -48.5% |
| 6M | -64.8% | -3.4% | -61.4% | -60.8% |
| YTD | -27.6% | -2.6% | -25.0% | -23.0% |
| 1Y | -35.2% | -3.3% | -31.9% | -27.8% |
| All | -35.2% | -3.1% | -32.1% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling