+3.3%
VCIT vs MOD
+720.4%
-717.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.3% |
| 7D | +0.5% | -34.2% | +34.6% | +1.0% |
| 30D | +2.1% | -51.9% | +54.0% | +3.2% |
| 3M | -1.6% | -53.0% | +51.5% | -0.5% |
| 6M | -1.6% | -66.4% | +64.8% | -0.1% |
| YTD | -1.5% | -31.5% | +30.0% | -1.3% |
| 1Y | -0.4% | -39.6% | +39.2% | 0.0% |
| 3Y | +19.6% | +116.8% | -97.2% | +15.7% |
| 5Y | +3.3% | +713.8% | -710.5% | -4.2% |
| All | +3.3% | +720.4% | -717.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling