-0.4%
VCIT vs MOD
-37.4%
+37.0%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.3% |
| 7D | +0.5% | -34.2% | +34.6% | +0.9% |
| 30D | +2.1% | -51.9% | +54.0% | +3.1% |
| 3M | -1.6% | -53.0% | +51.5% | -0.6% |
| 6M | -1.6% | -66.4% | +64.8% | -0.1% |
| YTD | -1.5% | -31.5% | +30.0% | -1.1% |
| 1Y | -0.4% | -39.6% | +39.2% | +0.2% |
| All | -0.4% | -37.4% | +37.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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