+1,976.9%
ED vs M
+396.5%
+1,580.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | -0.2% | +4.7% | -4.9% | -0.5% |
| 30D | -0.1% | -9.6% | +9.5% | +0.6% |
| 3M | +3.9% | +0.9% | +3.1% | +3.7% |
| 6M | -3.0% | +22.3% | -25.3% | -4.7% |
| YTD | +10.7% | +6.5% | +4.2% | +9.7% |
| 1Y | +13.3% | +38.8% | -25.4% | +9.9% |
| 3Y | +34.5% | +115.9% | -81.4% | +23.5% |
| 5Y | +67.1% | +28.6% | +38.5% | +54.9% |
| 10Y | +103.0% | -2.5% | +105.6% | +77.3% |
| All | +1,976.9% | +396.5% | +1,580.4% | +1,325.6% |
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