0.0%
VRT vs MOD
-37.3%
+37.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +0.1% |
| 7D | -21.4% | -25.5% | +4.2% | -7.2% |
| 30D | -25.8% | -49.0% | +23.2% | +7.8% |
| 3M | -33.5% | -49.8% | +16.3% | -3.2% |
| 6M | -49.0% | -64.8% | +15.7% | -11.0% |
| YTD | +12.9% | -27.6% | +40.6% | +39.8% |
| 1Y | 0.0% | -35.2% | +35.2% | +30.6% |
| All | 0.0% | -37.3% | +37.3% | +30.6% |
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