+45.0%
ED vs M
+100.8%
-55.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.4% |
| 7D | +1.6% | -4.3% | +5.9% | +1.6% |
| 30D | +13.3% | +1.3% | +12.0% | +13.3% |
| 3M | +9.7% | -7.4% | +17.1% | +9.7% |
| 6M | +12.8% | +18.3% | -5.6% | +13.0% |
| YTD | +22.3% | +7.6% | +14.7% | +22.6% |
| 1Y | +26.3% | +17.4% | +8.9% | +26.6% |
| 3Y | +45.0% | +108.4% | -63.3% | +38.0% |
| All | +45.0% | +100.8% | -55.8% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling