+1,463.8%
VTR vs MOD
+410.4%
+1,053.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.4% |
| 7D | +4.7% | -25.5% | +30.2% | +9.9% |
| 30D | +10.9% | -49.0% | +59.9% | +24.6% |
| 3M | -3.2% | -49.8% | +46.6% | +8.3% |
| 6M | +3.7% | -64.8% | +68.4% | +21.8% |
| YTD | +16.8% | -27.6% | +44.4% | +16.0% |
| 1Y | +21.3% | -35.2% | +56.5% | +21.9% |
| 3Y | +119.0% | +137.1% | -18.1% | +48.6% |
| 5Y | +94.0% | +760.3% | -666.3% | -8.8% |
| 10Y | +112.3% | +938.8% | -826.5% | -19.8% |
| All | +1,463.8% | +410.4% | +1,053.4% | +316.6% |
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