+321.2%
MOD vs ELF
-19.9%
+341.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.8% |
| 7D | +9.6% | +5.4% | +4.2% | +8.3% |
| 30D | 0.0% | +27.0% | -27.0% | -5.6% |
| 3M | -35.4% | +113.2% | -148.6% | -46.3% |
| 6M | -7.3% | +36.6% | -43.8% | -15.2% |
| YTD | +45.8% | +44.2% | +1.6% | +29.6% |
| 1Y | +43.1% | -18.0% | +61.1% | +44.4% |
| All | +321.2% | -19.9% | +341.0% | +296.8% |
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