+270.0%
ELV vs MOD
+1,604.6%
-1,334.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.1% |
| 7D | +3.3% | +9.6% | -6.3% | +2.6% |
| 30D | +4.2% | 0.0% | +4.1% | +4.0% |
| 3M | -0.1% | -35.4% | +35.3% | +2.8% |
| 6M | +41.3% | -7.3% | +48.5% | +40.0% |
| YTD | +17.4% | +45.8% | -28.4% | +11.4% |
| 1Y | +35.1% | +43.1% | -8.1% | +27.5% |
| 3Y | -3.2% | +297.7% | -300.9% | -23.1% |
| 5Y | +15.6% | +1,478.8% | -1,463.1% | -27.1% |
| All | +270.0% | +1,604.6% | -1,334.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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