+871.0%
MOD vs ELF
+342.6%
+528.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +4.1% |
| 7D | -25.5% | +4.0% | -29.5% | -26.4% |
| 30D | -49.0% | +10.6% | -59.6% | -50.6% |
| 3M | -49.8% | +25.8% | -75.6% | -53.4% |
| 6M | -64.8% | +89.1% | -153.8% | -71.5% |
| YTD | -27.6% | +52.7% | -80.4% | -39.2% |
| 1Y | -35.2% | +51.7% | -86.9% | -45.5% |
| 3Y | +137.1% | +14.2% | +122.9% | +91.2% |
| 5Y | +760.3% | +270.7% | +489.6% | +350.9% |
| All | +871.0% | +342.6% | +528.3% | +332.8% |
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