+505.9%
ED vs MKTX
+1,445.7%
-939.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | +1.1% | +1.0% | +0.1% | +1.0% |
| 3M | +4.6% | +41.3% | -36.6% | +0.4% |
| 6M | -2.0% | -11.3% | +9.4% | -1.3% |
| YTD | +11.7% | -8.6% | +20.3% | +12.0% |
| 1Y | +15.7% | -11.1% | +26.8% | +16.4% |
| 3Y | +34.4% | -24.5% | +58.9% | +36.1% |
| 5Y | +67.3% | -61.4% | +128.7% | +79.5% |
| 10Y | +104.0% | +6.8% | +97.2% | +94.8% |
| All | +505.9% | +1,445.7% | -939.7% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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