+527.2%
MOD vs EFV
+258.8%
+268.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | +9.6% | +1.5% | +8.1% | +7.4% |
| 30D | 0.0% | +1.7% | -1.7% | -2.2% |
| 3M | -35.4% | +8.6% | -44.0% | -42.0% |
| 6M | -7.3% | +11.7% | -18.9% | -19.0% |
| YTD | +45.8% | +19.3% | +26.5% | +17.1% |
| 1Y | +43.1% | +30.2% | +12.9% | +2.7% |
| 3Y | +297.7% | +91.6% | +206.1% | +72.9% |
| 5Y | +1,478.8% | +96.4% | +1,382.4% | +577.2% |
| 10Y | +1,633.4% | +166.5% | +1,466.9% | +419.9% |
| All | +527.2% | +258.8% | +268.4% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling