+1,481.1%
VTR vs MOD
+960.6%
+520.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.9% |
| 7D | -1.7% | +9.6% | -11.3% | -3.5% |
| 30D | -2.4% | 0.0% | -2.5% | -2.7% |
| 3M | +14.8% | -35.4% | +50.2% | +23.0% |
| 6M | +5.3% | -7.3% | +12.6% | +3.2% |
| YTD | +18.1% | +45.8% | -27.7% | +4.3% |
| 1Y | +36.7% | +43.1% | -6.4% | +19.2% |
| 3Y | +130.1% | +297.7% | -167.6% | +43.9% |
| 5Y | +89.5% | +1,478.8% | -1,389.3% | -19.3% |
| 10Y | +87.4% | +1,633.4% | -1,546.0% | -34.4% |
| All | +1,481.1% | +960.6% | +520.5% | +273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling