+95.9%
VCIT vs MOD
+751.1%
-655.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -21.4% | +22.0% | +0.8% |
| 7D | +0.4% | -31.3% | +31.8% | +0.7% |
| 30D | +2.2% | -46.1% | +48.3% | +2.7% |
| 3M | -1.8% | -51.1% | +49.3% | -1.3% |
| 6M | -1.6% | -62.1% | +60.4% | -1.0% |
| YTD | -1.7% | -26.2% | +24.4% | -1.6% |
| 1Y | -0.8% | -32.6% | +31.7% | -0.7% |
| 3Y | +19.3% | +133.8% | -114.5% | +18.0% |
| 5Y | +3.5% | +792.8% | -789.2% | +1.5% |
| 10Y | +28.6% | +959.8% | -931.2% | +25.1% |
| All | +95.9% | +751.1% | -655.2% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling