+641.8%
MOD vs VIG
+623.5%
+18.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.2% |
| 7D | +9.6% | -0.4% | +10.0% | +10.4% |
| 30D | 0.0% | -1.0% | +1.0% | +1.7% |
| 3M | -35.4% | +2.8% | -38.1% | -38.3% |
| 6M | -7.3% | +8.2% | -15.5% | -18.5% |
| YTD | +45.8% | +11.0% | +34.8% | +22.7% |
| 1Y | +43.1% | +16.1% | +27.0% | +12.3% |
| 3Y | +297.7% | +56.2% | +241.5% | +94.0% |
| 5Y | +1,478.8% | +63.0% | +1,415.8% | +621.4% |
| 10Y | +1,633.4% | +241.4% | +1,392.0% | +85.5% |
| All | +641.8% | +623.5% | +18.3% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling