+112.3%
MOD vs VLTO
+54.8%
+57.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | -25.5% | +5.4% | -30.9% | -27.1% |
| 30D | -49.0% | +22.3% | -71.3% | -53.4% |
| 3M | -49.8% | +19.6% | -69.4% | -53.8% |
| 6M | -64.8% | +35.2% | -99.9% | -70.3% |
| YTD | -27.6% | +17.9% | -45.5% | -33.2% |
| 1Y | -35.2% | +19.5% | -54.7% | -41.0% |
| 3Y | +137.1% | +73.9% | +63.2% | +76.3% |
| All | +112.3% | +54.8% | +57.4% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling