+128.2%
MOD vs VIG
+67.1%
+61.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.5% |
| 7D | -17.8% | +1.0% | -18.8% | -20.7% |
| 30D | -43.2% | +4.5% | -47.8% | -50.1% |
| 3M | -46.0% | +2.1% | -48.1% | -49.6% |
| 6M | -62.2% | +10.5% | -72.7% | -71.0% |
| YTD | -22.8% | +15.1% | -37.9% | -45.6% |
| 1Y | -35.5% | +16.9% | -52.4% | -55.7% |
| 3Y | +128.2% | +65.6% | +62.7% | -23.9% |
| All | +128.2% | +67.1% | +61.2% | -23.9% |
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