+87.6%
VTR vs MOD
+1,504.3%
-1,416.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | -2.4% | +6.3% | -8.7% | -3.3% |
| 30D | -3.7% | -1.7% | -2.1% | -3.7% |
| 3M | +13.5% | -30.1% | +43.6% | +18.3% |
| 6M | +7.2% | +2.7% | +4.5% | +3.8% |
| YTD | +17.6% | +44.1% | -26.5% | +6.9% |
| 1Y | +35.4% | +38.7% | -3.3% | +22.2% |
| 3Y | +132.8% | +309.8% | -176.9% | +53.6% |
| 5Y | +88.7% | +1,569.7% | -1,481.0% | -15.4% |
| 10Y | +87.6% | +1,520.5% | -1,432.8% | -37.2% |
| All | +87.6% | +1,504.3% | -1,416.6% | -37.2% |
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