+675.5%
BE vs ED
+105.6%
+569.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.1% | +11.9% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -30.9% | +11.6% | -42.5% | -30.5% |
| 3M | -11.6% | +10.5% | -22.1% | -11.2% |
| 6M | -25.7% | +13.2% | -38.9% | -25.5% |
| YTD | +123.1% | +22.1% | +101.0% | +122.9% |
| 1Y | +43.4% | +24.2% | +19.2% | +43.1% |
| 3Y | +1,683.6% | +46.9% | +1,636.7% | +1,614.9% |
| 5Y | +465.4% | +80.8% | +384.6% | +444.5% |
| All | +675.5% | +105.6% | +569.9% | +780.4% |
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