+681.1%
MOD vs ELF
+357.7%
+323.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -3.9% | -6.3% |
| 7D | -34.2% | -2.7% | -31.4% | -33.7% |
| 30D | -51.9% | +6.9% | -58.7% | -52.9% |
| 3M | -53.0% | +27.2% | -80.2% | -56.6% |
| 6M | -66.4% | +84.9% | -151.2% | -72.6% |
| YTD | -31.5% | +44.5% | -76.0% | -41.5% |
| 1Y | -39.6% | -6.8% | -32.8% | -42.6% |
| 3Y | +116.8% | +14.2% | +102.6% | +74.6% |
| 5Y | +713.8% | +250.6% | +463.2% | +337.1% |
| 10Y | +882.7% | +318.0% | +564.7% | +319.2% |
| All | +681.1% | +357.7% | +323.4% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling