+122.2%
ALL vs ED
+67.1%
+55.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -1.5% | -0.1% | -1.4% | -1.4% |
| 3M | +23.6% | +3.9% | +19.7% | +21.6% |
| 6M | +22.3% | -3.0% | +25.4% | +24.1% |
| YTD | +26.5% | +10.7% | +15.8% | +20.4% |
| 1Y | +27.0% | +13.3% | +13.7% | +19.4% |
| 3Y | +149.6% | +34.5% | +115.1% | +116.9% |
| All | +122.2% | +67.1% | +55.2% | +76.0% |
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