+22.0%
VTR vs MOD
-33.0%
+55.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.9% | +1.3% |
| 7D | +10.0% | -31.3% | +41.4% | +8.1% |
| 30D | +9.6% | -46.1% | +55.8% | +7.1% |
| 3M | -1.2% | -51.1% | +49.9% | -3.7% |
| 6M | +2.8% | -62.1% | +64.9% | -0.2% |
| YTD | +17.4% | -26.2% | +43.6% | +13.0% |
| 1Y | +22.0% | -32.6% | +54.6% | +16.9% |
| All | +22.0% | -33.0% | +55.0% | +16.9% |
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 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