+593.0%
BE vs ED
+105.9%
+487.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.3% |
| 7D | -14.7% | +1.6% | -16.4% | -14.6% |
| 30D | -40.5% | +13.3% | -53.8% | -40.2% |
| 3M | -24.3% | +9.7% | -34.0% | -24.0% |
| 6M | -39.3% | +12.8% | -52.1% | -39.1% |
| YTD | +99.4% | +22.3% | +77.1% | +99.2% |
| 1Y | +26.6% | +26.3% | +0.3% | +26.2% |
| 3Y | +1,616.9% | +45.0% | +1,571.9% | +1,554.1% |
| 5Y | +441.4% | +80.2% | +361.2% | +421.5% |
| All | +593.0% | +105.9% | +487.1% | +686.8% |
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