-35.2%
MOD vs ED
+26.3%
-61.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +2.5% |
| 7D | -25.5% | +1.6% | -27.2% | -22.9% |
| 30D | -49.0% | +13.3% | -62.3% | -40.1% |
| 3M | -49.8% | +9.7% | -59.5% | -43.2% |
| 6M | -64.8% | +12.8% | -77.6% | -58.5% |
| YTD | -27.6% | +22.3% | -50.0% | -4.1% |
| 1Y | -35.2% | +26.3% | -61.5% | -7.6% |
| All | -35.2% | +26.3% | -61.5% | -7.6% |
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