+141.8%
ED vs M
-5.1%
+146.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.9% | -3.3% | +2.4% | -0.8% |
| 30D | +11.2% | +8.1% | +3.1% | +10.9% |
| 3M | +11.8% | +2.2% | +9.6% | +11.6% |
| 6M | +14.1% | +35.1% | -21.0% | +12.7% |
| YTD | +23.0% | +15.8% | +7.1% | +22.0% |
| 1Y | +23.7% | +25.8% | -2.2% | +22.3% |
| 3Y | +47.7% | +156.2% | -108.5% | +40.3% |
| 5Y | +82.6% | -2.4% | +85.0% | +78.9% |
| 10Y | +141.8% | -7.1% | +148.9% | +94.7% |
| All | +141.8% | -5.1% | +146.9% | +94.7% |
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