+1,530.3%
MOD vs VCLT
-15.0%
+1,545.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +9.6% | -0.5% | +10.1% | +10.0% |
| 30D | 0.0% | -0.9% | +0.9% | +0.6% |
| 3M | -35.4% | -3.2% | -32.1% | -33.7% |
| 6M | -7.3% | -3.8% | -3.5% | -4.3% |
| YTD | +45.8% | -2.0% | +47.8% | +48.7% |
| 1Y | +43.1% | -0.8% | +43.9% | +45.3% |
| 3Y | +297.7% | +12.3% | +285.4% | +276.3% |
| All | +1,530.3% | -15.0% | +1,545.3% | +1,394.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling