+797.0%
MOD vs VCLT
+100.6%
+696.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -17.8% | +0.2% | -18.1% | -17.9% |
| 30D | -43.2% | +2.3% | -45.5% | -43.6% |
| 3M | -46.0% | -1.1% | -45.0% | -46.0% |
| 6M | -62.2% | -4.2% | -58.1% | -61.9% |
| YTD | -22.8% | -3.4% | -19.4% | -22.1% |
| 1Y | -35.5% | -3.8% | -31.7% | -34.8% |
| 3Y | +128.2% | +14.7% | +113.5% | +125.6% |
| 5Y | +791.6% | -16.7% | +808.3% | +771.9% |
| 10Y | +886.3% | +20.5% | +865.8% | +1,030.4% |
| All | +797.0% | +100.6% | +696.5% | +1,957.5% |
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 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