+146.4%
ED vs M
-7.1%
+153.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +2.1% | +7.0% | -5.0% | +1.8% |
| 30D | +10.4% | +8.9% | +1.5% | +10.0% |
| 3M | +12.5% | +4.5% | +8.1% | +12.3% |
| 6M | +14.9% | +36.2% | -21.3% | +13.5% |
| YTD | +24.8% | +15.1% | +9.7% | +23.9% |
| 1Y | +23.8% | +27.4% | -3.6% | +22.4% |
| 3Y | +51.6% | +160.1% | -108.5% | +43.9% |
| 5Y | +86.4% | -1.6% | +88.0% | +82.5% |
| All | +146.4% | -7.1% | +153.5% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling