-32.6%
MOD vs ELF
-3.2%
-29.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.9% | -23.3% | -21.5% |
| 7D | -31.3% | -1.5% | -29.8% | -31.3% |
| 30D | -46.1% | +9.5% | -55.6% | -46.4% |
| 3M | -51.1% | +29.4% | -80.5% | -51.9% |
| 6M | -62.1% | +83.7% | -145.8% | -63.3% |
| YTD | -26.2% | +49.4% | -75.6% | -28.0% |
| 1Y | -32.6% | -3.9% | -28.6% | -32.0% |
| All | -32.6% | -3.2% | -29.3% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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