+542.8%
VRT vs MOD
+720.4%
-177.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.3% | -6.7% | -9.6% |
| 7D | -28.1% | -34.2% | +6.0% | -7.7% |
| 30D | -30.2% | -51.9% | +21.7% | +8.2% |
| 3M | -36.4% | -53.0% | +16.6% | -0.8% |
| 6M | -48.2% | -66.4% | +18.2% | -2.6% |
| YTD | +9.2% | -31.5% | +40.7% | +28.8% |
| 1Y | -7.2% | -39.6% | +32.3% | +17.0% |
| 3Y | +338.7% | +116.8% | +221.9% | +175.5% |
| 5Y | +542.8% | +713.8% | -171.0% | +96.4% |
| All | +542.8% | +720.4% | -177.5% | +96.4% |
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 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