+321.2%
MOD vs ED
+34.8%
+286.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +3.3% |
| 7D | +9.6% | -0.2% | +9.8% | +9.4% |
| 30D | 0.0% | -0.1% | +0.2% | 0.0% |
| 3M | -35.4% | +3.9% | -39.3% | -33.1% |
| 6M | -7.3% | -3.0% | -4.2% | -8.0% |
| YTD | +45.8% | +10.7% | +35.1% | +58.5% |
| 1Y | +43.1% | +13.3% | +29.8% | +59.3% |
| All | +321.2% | +34.8% | +286.3% | +375.5% |
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