+1,076.1%
BE vs ED
+67.1%
+1,009.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.2% |
| 7D | +20.0% | -0.2% | +20.2% | +19.9% |
| 30D | +7.9% | -0.1% | +8.1% | +7.9% |
| 3M | -13.2% | +3.9% | -17.1% | -13.3% |
| 6M | +53.5% | -3.0% | +56.5% | +53.2% |
| YTD | +191.0% | +10.7% | +180.3% | +189.0% |
| 1Y | +360.5% | +13.3% | +347.2% | +354.5% |
| 3Y | +1,568.0% | +34.5% | +1,533.5% | +1,390.8% |
| All | +1,076.1% | +67.1% | +1,009.1% | +1,148.6% |
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