+966.8%
MOD vs VIG
+267.0%
+699.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.4% | +6.1% |
| 7D | -13.9% | +0.4% | -14.3% | -15.1% |
| 30D | -41.5% | +4.3% | -45.8% | -45.8% |
| 3M | -45.7% | +2.0% | -47.8% | -47.9% |
| 6M | -61.1% | +10.2% | -71.3% | -66.8% |
| YTD | -20.5% | +14.8% | -35.3% | -35.4% |
| 1Y | -32.1% | +17.5% | -49.6% | -46.3% |
| 3Y | +146.5% | +67.4% | +79.1% | +23.6% |
| 5Y | +812.7% | +63.4% | +749.4% | +384.4% |
| 10Y | +966.8% | +259.9% | +706.9% | +83.3% |
| All | +966.8% | +267.0% | +699.8% | +83.3% |
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