+134.6%
VTR vs MOD
+300.6%
-166.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.0% |
| 7D | -1.7% | +9.6% | -11.3% | -1.7% |
| 30D | -2.4% | 0.0% | -2.5% | -2.4% |
| 3M | +14.8% | -35.4% | +50.2% | +15.4% |
| 6M | +5.3% | -7.3% | +12.6% | +4.8% |
| YTD | +18.1% | +45.8% | -27.7% | +16.4% |
| 1Y | +36.7% | +43.1% | -6.4% | +34.4% |
| All | +134.6% | +300.6% | -166.0% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling