+905.2%
VRT vs MOD
+1,486.5%
-581.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | 0.0% | +1.8% |
| 7D | +9.1% | +9.6% | -0.5% | +3.4% |
| 30D | +0.9% | 0.0% | +0.9% | +0.8% |
| 3M | -13.4% | -35.4% | +22.0% | +12.1% |
| 6M | +11.7% | -7.3% | +19.0% | +14.5% |
| YTD | +73.2% | +45.8% | +27.4% | +31.4% |
| 1Y | +123.4% | +43.1% | +80.3% | +68.7% |
| 3Y | +606.2% | +297.7% | +308.5% | +208.8% |
| All | +905.2% | +1,486.5% | -581.2% | +104.6% |
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 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