+162.4%
ALL vs ED
+85.1%
+77.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | +5.0% | +2.1% | +3.0% | +4.0% |
| 30D | +13.3% | +10.4% | +2.9% | +7.9% |
| 3M | +3.2% | +12.5% | -9.4% | -2.7% |
| 6M | +25.3% | +14.9% | +10.4% | +17.2% |
| YTD | +30.5% | +24.8% | +5.6% | +16.9% |
| 1Y | +29.2% | +23.8% | +5.4% | +16.1% |
| 3Y | +119.1% | +51.6% | +67.5% | +78.7% |
| All | +162.4% | +85.1% | +77.3% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling