+295.6%
ELV vs MOD
+911.6%
-616.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.9% |
| 7D | +1.3% | -25.5% | +26.9% | +3.1% |
| 30D | +5.3% | -49.0% | +54.3% | +10.0% |
| 3M | +9.2% | -49.8% | +59.0% | +14.0% |
| 6M | +14.5% | -64.8% | +79.3% | +21.9% |
| YTD | +23.2% | -27.6% | +50.8% | +22.1% |
| 1Y | +38.0% | -35.2% | +73.2% | +37.7% |
| 3Y | -1.5% | +137.1% | -138.7% | -20.0% |
| 5Y | +8.5% | +760.3% | -751.8% | -29.7% |
| All | +295.6% | +911.6% | -616.1% | +111.9% |
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