-35.2%
MOD vs EFV
+20.2%
-55.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +7.9% |
| 7D | -25.5% | -0.7% | -24.9% | -25.9% |
| 30D | -49.0% | +0.9% | -49.9% | -50.8% |
| 3M | -49.8% | -3.6% | -46.3% | -46.9% |
| 6M | -64.8% | +2.5% | -67.3% | -67.0% |
| YTD | -27.6% | +13.2% | -40.8% | -47.3% |
| 1Y | -35.2% | +20.3% | -55.5% | -57.3% |
| All | -35.2% | +20.2% | -55.4% | -57.3% |
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