+1,064.5%
MOD vs VIG
+262.6%
+801.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.9% | +27.8% |
| 7D | +40.4% | +3.5% | +36.9% | +33.4% |
| 30D | -14.0% | +4.9% | -18.9% | -21.0% |
| 3M | -33.3% | +2.5% | -35.9% | -36.5% |
| 6M | -51.4% | +11.0% | -62.4% | -58.9% |
| YTD | +1.6% | +16.0% | -14.4% | -18.7% |
| 1Y | +5.4% | +17.5% | -12.2% | -16.9% |
| 3Y | +191.0% | +67.0% | +124.0% | +46.1% |
| 5Y | +1,093.1% | +64.8% | +1,028.4% | +524.7% |
| All | +1,064.5% | +262.6% | +801.8% | +82.5% |
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