+43.1%
MOD vs VLTO
-8.3%
+51.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.0% |
| 7D | +9.6% | -2.3% | +11.9% | +9.1% |
| 30D | 0.0% | -0.9% | +0.9% | -0.1% |
| 3M | -35.4% | +13.8% | -49.2% | -36.3% |
| 6M | -7.3% | +2.0% | -9.3% | -4.9% |
| YTD | +45.8% | -3.2% | +49.0% | +52.3% |
| 1Y | +43.1% | -9.2% | +52.3% | +54.3% |
| All | +43.1% | -8.3% | +51.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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