+137.1%
MOD vs ELF
+18.9%
+118.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +4.4% |
| 7D | -25.5% | +4.0% | -29.5% | -26.2% |
| 30D | -49.0% | +10.6% | -59.6% | -50.2% |
| 3M | -49.8% | +25.8% | -75.6% | -52.6% |
| 6M | -64.8% | +89.1% | -153.8% | -70.1% |
| YTD | -27.6% | +52.7% | -80.4% | -36.8% |
| 1Y | -35.2% | +51.7% | -86.9% | -43.3% |
| 3Y | +137.1% | +14.2% | +122.9% | +112.2% |
| All | +137.1% | +18.9% | +118.2% | +112.2% |
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