+1,594.2%
MOD vs VCLT
+103.4%
+1,490.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +9.6% | -0.5% | +10.1% | +9.7% |
| 30D | 0.0% | -0.9% | +0.9% | +0.2% |
| 3M | -35.4% | -3.2% | -32.1% | -34.8% |
| 6M | -7.3% | -3.8% | -3.5% | -6.3% |
| YTD | +45.8% | -2.0% | +47.8% | +46.7% |
| 1Y | +43.1% | -0.8% | +43.9% | +43.9% |
| 3Y | +297.7% | +12.3% | +285.4% | +292.9% |
| 5Y | +1,478.8% | -15.4% | +1,494.2% | +1,440.1% |
| 10Y | +1,633.4% | +15.7% | +1,617.7% | +1,779.7% |
| All | +1,594.2% | +103.4% | +1,490.8% | +3,775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling