+1,678.9%
VRT vs MOD
+432.9%
+1,246.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.3% | -6.7% | -10.9% |
| 7D | -28.1% | -34.2% | +6.0% | -13.9% |
| 30D | -30.2% | -51.9% | +21.7% | -4.2% |
| 3M | -36.4% | -53.0% | +16.6% | -12.1% |
| 6M | -48.2% | -66.4% | +18.2% | -17.8% |
| YTD | +9.2% | -31.5% | +40.7% | +26.9% |
| 1Y | -7.2% | -39.6% | +32.3% | +13.1% |
| 3Y | +338.7% | +116.8% | +221.9% | +261.5% |
| 5Y | +542.8% | +713.8% | -171.0% | +268.7% |
| All | +1,678.9% | +432.9% | +1,246.0% | +706.9% |
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