+2,250.9%
ED vs M
+425.5%
+1,825.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +1.4% |
| 7D | +5.2% | -2.1% | +7.3% | +5.3% |
| 30D | +15.5% | +7.7% | +7.8% | +14.9% |
| 3M | +13.0% | -4.4% | +17.4% | +13.2% |
| 6M | +13.1% | +27.5% | -14.4% | +10.8% |
| YTD | +25.3% | +12.8% | +12.5% | +23.5% |
| 1Y | +30.5% | +20.7% | +9.8% | +27.9% |
| 3Y | +49.3% | +111.3% | -62.0% | +37.4% |
| 5Y | +84.6% | -6.3% | +90.9% | +76.5% |
| 10Y | +135.4% | +1.5% | +134.0% | +105.0% |
| All | +2,250.9% | +425.5% | +1,825.3% | +1,505.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling