+3,646.0%
ALL vs ED
+1,586.1%
+2,059.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.3% |
| 7D | -1.9% | +1.6% | -3.6% | -2.7% |
| 30D | +13.8% | +13.3% | +0.5% | +7.1% |
| 3M | -7.0% | +9.7% | -16.7% | -11.1% |
| 6M | +18.0% | +12.8% | +5.2% | +11.4% |
| YTD | +24.2% | +22.3% | +1.9% | +12.3% |
| 1Y | +31.2% | +26.3% | +4.9% | +16.6% |
| 3Y | +107.5% | +45.0% | +62.5% | +71.2% |
| 5Y | +144.8% | +80.2% | +64.6% | +79.5% |
| 10Y | +375.8% | +129.9% | +245.9% | +195.4% |
| All | +3,646.0% | +1,586.1% | +2,059.9% | +926.7% |
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