-29.7%
MOD vs ELF
+48.3%
-78.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.2% | +4.3% | +4.0% | +7.9% |
| 30D | -38.2% | +7.7% | -45.9% | -38.5% |
| 3M | -46.2% | +24.7% | -70.9% | -47.0% |
| 6M | -62.5% | +114.6% | -177.2% | -64.1% |
| YTD | -20.1% | +55.8% | -75.9% | -24.7% |
| 1Y | -29.7% | +51.9% | -81.6% | -33.1% |
| All | -29.7% | +48.3% | -78.0% | -33.1% |
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 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