+43.1%
MOD vs EFV
+30.7%
+12.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.6% |
| 7D | +9.6% | +1.5% | +8.1% | +6.2% |
| 30D | 0.0% | +1.7% | -1.7% | -3.5% |
| 3M | -35.4% | +8.6% | -44.0% | -45.4% |
| 6M | -7.3% | +11.7% | -18.9% | -25.5% |
| YTD | +45.8% | +19.3% | +26.5% | -1.2% |
| 1Y | +43.1% | +30.2% | +12.9% | -16.2% |
| All | +43.1% | +30.7% | +12.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling