+137.1%
MOD vs ED
+44.5%
+92.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +3.5% |
| 7D | -25.5% | +1.6% | -27.2% | -23.6% |
| 30D | -49.0% | +13.3% | -62.3% | -42.2% |
| 3M | -49.8% | +9.7% | -59.5% | -44.7% |
| 6M | -64.8% | +12.8% | -77.6% | -59.8% |
| YTD | -27.6% | +22.3% | -50.0% | -11.7% |
| 1Y | -35.2% | +26.3% | -61.5% | -18.4% |
| 3Y | +137.1% | +45.0% | +92.1% | +221.2% |
| All | +137.1% | +44.5% | +92.6% | +221.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling