+886.3%
MOD vs VIG
+259.6%
+626.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.3% |
| 7D | -17.8% | +1.0% | -18.8% | -19.6% |
| 30D | -43.2% | +4.5% | -47.8% | -47.6% |
| 3M | -46.0% | +2.1% | -48.1% | -48.2% |
| 6M | -62.2% | +10.5% | -72.7% | -67.9% |
| YTD | -22.8% | +15.1% | -37.9% | -37.5% |
| 1Y | -35.5% | +16.9% | -52.4% | -48.6% |
| 3Y | +128.2% | +65.6% | +62.7% | +16.1% |
| 5Y | +791.6% | +64.4% | +727.2% | +369.0% |
| 10Y | +886.3% | +260.6% | +625.7% | +61.4% |
| All | +886.3% | +259.6% | +626.7% | +61.4% |
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