-32.6%
MOD vs EL
+25.6%
-58.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.3% | -27.7% | -21.4% |
| 7D | -31.3% | +2.5% | -33.8% | -31.2% |
| 30D | -46.1% | +20.1% | -66.2% | -46.5% |
| 3M | -51.1% | +29.3% | -80.4% | -51.7% |
| 6M | -62.1% | +38.8% | -100.8% | -63.1% |
| YTD | -26.2% | +8.1% | -34.3% | -30.6% |
| 1Y | -32.6% | +22.3% | -54.9% | -38.9% |
| All | -32.6% | +25.6% | -58.2% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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