+1,740.6%
VRT vs MOD
+463.3%
+1,277.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +1.0% |
| 7D | -21.4% | -25.5% | +4.2% | -10.6% |
| 30D | -25.8% | -49.0% | +23.2% | -0.7% |
| 3M | -33.5% | -49.8% | +16.3% | -10.8% |
| 6M | -49.0% | -64.8% | +15.7% | -20.9% |
| YTD | +12.9% | -27.6% | +40.6% | +28.2% |
| 1Y | 0.0% | -35.2% | +35.2% | +18.3% |
| 3Y | +361.8% | +137.1% | +224.7% | +267.8% |
| 5Y | +565.1% | +760.3% | -195.1% | +272.3% |
| All | +1,740.6% | +463.3% | +1,277.3% | +714.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling