+124.3%
VTR vs MOD
+1,005.7%
-881.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.0% | -0.5% |
| 7D | +3.2% | -13.9% | +17.1% | +4.7% |
| 30D | +9.1% | -41.5% | +50.6% | +16.2% |
| 3M | -3.6% | -45.7% | +42.2% | +3.3% |
| 6M | +3.8% | -61.1% | +64.9% | +14.9% |
| YTD | +17.8% | -20.5% | +38.3% | +14.7% |
| 1Y | +20.5% | -32.1% | +52.7% | +19.4% |
| 3Y | +132.4% | +146.5% | -14.0% | +62.2% |
| 5Y | +99.9% | +812.7% | -712.9% | -3.5% |
| 10Y | +124.3% | +966.8% | -842.5% | -16.7% |
| All | +124.3% | +1,005.7% | -881.4% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling