+719.1%
B vs ED
+2,460.7%
-1,741.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +9.6% | +1.6% | +7.9% | +9.3% |
| 30D | +3.5% | +13.3% | -9.8% | +1.1% |
| 3M | -1.6% | +9.7% | -11.3% | -3.3% |
| 6M | -1.7% | +12.8% | -14.5% | -4.1% |
| YTD | -5.3% | +22.3% | -27.6% | -9.2% |
| 1Y | +27.2% | +26.3% | +0.9% | +21.3% |
| 3Y | +166.1% | +45.0% | +121.1% | +146.3% |
| 5Y | +136.5% | +80.2% | +56.3% | +110.8% |
| 10Y | +172.2% | +129.9% | +42.4% | +129.5% |
| All | +719.1% | +2,460.7% | -1,741.6% | +657.3% |
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