+67.1%
VZ vs MOD
+857.0%
-789.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | 0.0% |
| 7D | +5.6% | -34.2% | +39.8% | +6.4% |
| 30D | +1.9% | -51.9% | +53.7% | +3.3% |
| 3M | +0.8% | -53.0% | +53.8% | +2.2% |
| 6M | +0.6% | -66.4% | +67.0% | +2.6% |
| YTD | +20.8% | -31.5% | +52.3% | +20.3% |
| 1Y | +23.9% | -39.6% | +63.5% | +23.7% |
| 3Y | +55.7% | +116.8% | -61.1% | +42.9% |
| 5Y | +21.5% | +713.8% | -692.3% | +1.6% |
| All | +67.1% | +857.0% | -789.9% | +35.1% |
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