+127.4%
VTR vs MOD
+201.5%
-74.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +27.9% | -28.7% | -0.5% |
| 7D | +0.2% | +40.4% | -40.2% | +0.7% |
| 30D | +5.5% | -14.0% | +19.5% | +5.6% |
| 3M | -0.9% | -33.3% | +32.4% | -0.8% |
| 6M | -0.4% | -51.4% | +51.0% | -0.1% |
| YTD | +17.0% | +1.6% | +15.4% | +15.8% |
| 1Y | +18.0% | +5.4% | +12.6% | +16.5% |
| 3Y | +127.4% | +191.0% | -63.6% | +69.4% |
| All | +127.4% | +201.5% | -74.1% | +69.4% |
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