+839.8%
MOD vs VIG
+264.3%
+575.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.3% |
| 7D | +8.2% | -0.3% | +8.6% | +9.2% |
| 30D | -38.2% | +4.9% | -43.1% | -43.2% |
| 3M | -46.2% | +2.9% | -49.1% | -49.1% |
| 6M | -62.5% | +11.2% | -73.8% | -68.4% |
| YTD | -20.1% | +16.0% | -36.1% | -36.1% |
| 1Y | -29.7% | +17.0% | -46.6% | -44.0% |
| 3Y | +136.2% | +66.9% | +69.4% | +18.7% |
| 5Y | +820.4% | +65.8% | +754.5% | +377.7% |
| 10Y | +839.8% | +263.6% | +576.2% | +45.8% |
| All | +839.8% | +264.3% | +575.5% | +45.8% |
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