+1,064.5%
MOD vs ELF
+332.6%
+731.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +3.9% | +23.9% | +26.7% |
| 7D | +40.4% | +1.6% | +38.8% | +40.1% |
| 30D | -14.0% | +9.1% | -23.1% | -16.1% |
| 3M | -33.3% | +28.2% | -61.5% | -38.2% |
| 6M | -51.4% | +119.5% | -170.9% | -62.2% |
| YTD | +1.6% | +55.2% | -53.5% | -14.7% |
| 1Y | +5.4% | +58.6% | -53.2% | -12.3% |
| 3Y | +191.0% | +21.3% | +169.7% | +131.3% |
| 5Y | +1,093.1% | +276.2% | +816.9% | +526.5% |
| All | +1,064.5% | +332.6% | +731.8% | +415.4% |
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