+100.8%
MOD vs VLTO
+54.1%
+46.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.1% |
| 7D | -34.2% | +12.0% | -46.2% | -37.2% |
| 30D | -51.9% | +20.8% | -72.7% | -55.8% |
| 3M | -53.0% | +20.1% | -73.2% | -56.9% |
| 6M | -66.4% | +32.6% | -99.0% | -71.3% |
| YTD | -31.5% | +17.3% | -48.9% | -36.7% |
| 1Y | -39.6% | +17.3% | -56.9% | -44.2% |
| 3Y | +116.8% | +66.9% | +49.9% | +64.8% |
| All | +100.8% | +54.1% | +46.7% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling