-2.1%
ELV vs MOD
+201.5%
-203.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.9% | +0.9% |
| 7D | +1.0% | +40.4% | -39.5% | +2.3% |
| 30D | +0.4% | -14.0% | +14.4% | +0.4% |
| 3M | +8.4% | -33.3% | +41.7% | +7.7% |
| 6M | +8.4% | -51.4% | +59.8% | +7.2% |
| YTD | +24.4% | +1.6% | +22.8% | +24.4% |
| 1Y | +33.5% | +5.4% | +28.1% | +33.9% |
| 3Y | -2.1% | +191.0% | -193.1% | +4.9% |
| All | -2.1% | +201.5% | -203.5% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling