+268.7%
ELV vs MOD
+915.9%
-647.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | -1.1% | +8.2% | -9.3% | -1.7% |
| 30D | +1.8% | -38.2% | +39.9% | +4.8% |
| 3M | +10.5% | -46.2% | +56.7% | +14.7% |
| 6M | +13.5% | -62.5% | +76.0% | +20.2% |
| YTD | +24.3% | -20.1% | +44.4% | +22.3% |
| 1Y | +38.9% | -29.7% | +68.6% | +37.8% |
| 3Y | -1.5% | +136.2% | -137.7% | -19.4% |
| 5Y | +7.3% | +820.4% | -813.1% | -30.6% |
| 10Y | +268.7% | +839.8% | -571.1% | +104.0% |
| All | +268.7% | +915.9% | -647.2% | +104.0% |
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