+245.7%
MOD vs VIG
+633.1%
-387.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -3.9% | -1.1% |
| 7D | -34.2% | -2.0% | -32.2% | -32.4% |
| 30D | -51.9% | +2.7% | -54.6% | -54.9% |
| 3M | -53.0% | +0.3% | -53.4% | -54.0% |
| 6M | -66.4% | +7.6% | -73.9% | -70.8% |
| YTD | -31.5% | +12.5% | -44.0% | -44.5% |
| 1Y | -39.6% | +14.8% | -54.3% | -52.4% |
| 3Y | +116.8% | +63.2% | +53.6% | -4.0% |
| 5Y | +713.8% | +60.2% | +653.6% | +279.8% |
| 10Y | +882.7% | +262.8% | +619.9% | -8.1% |
| All | +245.7% | +633.1% | -387.4% | -91.0% |
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 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