-33.5%
MOD vs ELF
+57.2%
-90.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +9.6% |
| 7D | -13.9% | +7.8% | -21.8% | -14.4% |
| 30D | -41.5% | +9.3% | -50.8% | -41.9% |
| 3M | -45.7% | +21.2% | -66.9% | -46.4% |
| 6M | -61.1% | +96.1% | -157.2% | -62.6% |
| YTD | -20.5% | +57.0% | -77.4% | -25.6% |
| All | -33.5% | +57.2% | -90.8% | -36.4% |
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 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