+803.7%
B vs ED
+2,217.3%
-1,413.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +9.4% | -0.1% | +9.6% | +9.4% |
| 3M | +5.0% | +3.9% | +1.1% | +4.1% |
| 6M | -3.5% | -3.0% | -0.5% | -3.2% |
| YTD | +4.5% | +10.7% | -6.2% | +2.1% |
| 1Y | +67.8% | +13.3% | +54.4% | +63.0% |
| 3Y | +196.7% | +34.5% | +162.2% | +178.6% |
| 5Y | +151.9% | +67.1% | +84.8% | +127.8% |
| 10Y | +202.2% | +103.0% | +99.1% | +160.7% |
| All | +803.7% | +2,217.3% | -1,413.6% | +751.4% |
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