+966.8%
MOD vs ELF
+354.8%
+612.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +9.1% |
| 7D | -13.9% | +7.8% | -21.8% | -15.8% |
| 30D | -41.5% | +9.3% | -50.8% | -43.1% |
| 3M | -45.7% | +21.2% | -66.9% | -49.0% |
| 6M | -61.1% | +96.1% | -157.2% | -68.9% |
| YTD | -20.5% | +57.0% | -77.4% | -33.6% |
| 1Y | -32.1% | +61.9% | -94.0% | -43.9% |
| 3Y | +146.5% | +20.0% | +126.4% | +95.9% |
| 5Y | +812.7% | +284.8% | +528.0% | +373.6% |
| 10Y | +966.8% | +364.2% | +602.6% | +372.1% |
| All | +966.8% | +354.8% | +612.0% | +372.1% |
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