+124.3%
MOD vs ELF
+12.5%
+111.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -3.9% | -6.5% |
| 7D | -34.2% | -2.7% | -31.4% | -33.8% |
| 30D | -51.9% | +6.9% | -58.7% | -52.7% |
| 3M | -53.0% | +27.2% | -80.2% | -55.8% |
| 6M | -66.4% | +84.9% | -151.2% | -71.4% |
| YTD | -31.5% | +44.5% | -76.0% | -39.4% |
| 1Y | -39.6% | -6.8% | -32.8% | -41.2% |
| All | +124.3% | +12.5% | +111.8% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling