+871.0%
MOD vs VIG
+258.3%
+612.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.3% |
| 7D | -25.5% | -1.8% | -23.8% | -24.1% |
| 30D | -49.0% | +2.7% | -51.7% | -51.7% |
| 3M | -49.8% | 0.0% | -49.8% | -50.4% |
| 6M | -64.8% | +6.8% | -71.5% | -68.4% |
| YTD | -27.6% | +12.1% | -39.7% | -39.1% |
| 1Y | -35.2% | +14.8% | -50.0% | -47.0% |
| 3Y | +137.1% | +62.4% | +74.7% | +24.3% |
| 5Y | +760.3% | +59.6% | +700.7% | +372.8% |
| All | +871.0% | +258.3% | +612.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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