-32.6%
MOD vs ED
+27.1%
-59.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.0% | -24.4% | -17.4% |
| 7D | -31.3% | +5.4% | -36.7% | -25.7% |
| 30D | -46.1% | +16.4% | -62.5% | -34.7% |
| 3M | -51.1% | +11.9% | -63.0% | -43.3% |
| 6M | -62.1% | +11.6% | -73.6% | -55.4% |
| YTD | -26.2% | +24.1% | -50.3% | +0.1% |
| 1Y | -32.6% | +26.9% | -59.4% | -3.0% |
| All | -32.6% | +27.1% | -59.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling