-0.9%
VCIT vs MOD
-33.2%
+32.2%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | -0.5% | +8.2% | -8.7% | -0.6% |
| 30D | +1.5% | -38.2% | +39.6% | +2.2% |
| 3M | -1.0% | -46.2% | +45.3% | -0.1% |
| 6M | -1.7% | -62.5% | +60.9% | -0.2% |
| YTD | -1.4% | -20.1% | +18.7% | -1.3% |
| 1Y | -0.9% | -29.7% | +28.7% | -0.7% |
| All | -0.9% | -33.2% | +32.2% | -0.7% |
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