+1,563.8%
MOD vs ELF
+357.0%
+1,206.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.7% |
| 7D | +9.6% | +5.4% | +4.2% | +7.9% |
| 30D | 0.0% | +27.0% | -27.0% | -7.1% |
| 3M | -35.4% | +113.2% | -148.6% | -48.9% |
| 6M | -7.3% | +36.6% | -43.8% | -17.7% |
| YTD | +45.8% | +44.2% | +1.6% | +25.3% |
| 1Y | +43.1% | -18.0% | +61.1% | +41.6% |
| 3Y | +297.7% | -19.9% | +317.6% | +259.3% |
| 5Y | +1,478.8% | +257.7% | +1,221.1% | +744.8% |
| All | +1,563.8% | +357.0% | +1,206.8% | +613.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling