+321.2%
MOD vs VIG
+56.4%
+264.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.5% |
| 7D | +9.6% | -0.4% | +10.0% | +10.7% |
| 30D | 0.0% | -1.0% | +1.0% | +2.3% |
| 3M | -35.4% | +2.8% | -38.1% | -39.5% |
| 6M | -7.3% | +8.2% | -15.5% | -22.7% |
| YTD | +45.8% | +11.0% | +34.8% | +14.5% |
| 1Y | +43.1% | +16.1% | +27.0% | +2.7% |
| All | +321.2% | +56.4% | +264.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling