+3,716.0%
ALL vs ED
+1,425.8%
+2,290.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.5% |
| 6M | +22.3% | -3.0% | +25.4% | +24.1% |
| YTD | +26.5% | +10.7% | +15.8% | +20.1% |
| 1Y | +27.0% | +13.3% | +13.7% | +19.0% |
| 3Y | +149.6% | +34.5% | +115.1% | +113.5% |
| 5Y | +118.1% | +67.1% | +50.9% | +65.7% |
| 10Y | +369.0% | +103.0% | +265.9% | +209.2% |
| All | +3,716.0% | +1,425.8% | +2,290.1% | +998.3% |
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