+886.3%
MOD vs ED
+136.7%
+749.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.8% |
| 7D | -17.8% | +2.1% | -20.0% | -17.6% |
| 30D | -43.2% | +12.4% | -55.7% | -42.6% |
| 3M | -46.0% | +13.1% | -59.2% | -45.4% |
| 6M | -62.2% | +14.1% | -76.3% | -61.8% |
| YTD | -22.8% | +23.1% | -45.9% | -21.8% |
| 1Y | -35.5% | +25.4% | -60.9% | -34.6% |
| 3Y | +128.2% | +47.9% | +80.4% | +125.6% |
| 5Y | +791.6% | +81.9% | +709.7% | +761.4% |
| 10Y | +886.3% | +141.3% | +745.1% | +850.0% |
| All | +886.3% | +136.7% | +749.6% | +850.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling