+1,673.7%
MOD vs ED
+2,498.3%
-824.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.0% | -24.4% | -22.4% |
| 7D | -31.3% | +5.4% | -36.7% | -32.7% |
| 30D | -46.1% | +16.4% | -62.5% | -49.0% |
| 3M | -51.1% | +11.9% | -63.0% | -53.2% |
| 6M | -62.1% | +11.6% | -73.6% | -63.9% |
| YTD | -26.2% | +24.1% | -50.3% | -32.6% |
| 1Y | -32.6% | +26.9% | -59.4% | -39.1% |
| 3Y | +133.8% | +47.9% | +85.9% | +91.1% |
| 5Y | +792.8% | +87.5% | +705.3% | +553.0% |
| 10Y | +959.8% | +133.2% | +826.6% | +543.7% |
| All | +1,673.7% | +2,498.3% | -824.5% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling