+911.5%
BE vs ED
+86.3%
+825.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.3% |
| 7D | +20.0% | -0.2% | +20.2% | +20.0% |
| 30D | +7.9% | -0.1% | +8.1% | +7.9% |
| 3M | -13.2% | +3.9% | -17.1% | -13.4% |
| 6M | +53.5% | -3.0% | +56.5% | +53.3% |
| YTD | +191.0% | +10.7% | +180.3% | +189.4% |
| 1Y | +360.5% | +13.3% | +347.2% | +356.3% |
| 3Y | +1,568.0% | +34.5% | +1,533.5% | +1,494.9% |
| 5Y | +1,055.2% | +67.1% | +988.0% | +1,007.0% |
| All | +911.5% | +86.3% | +825.2% | +1,042.7% |
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