+113.6%
C vs ED
+82.4%
+31.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -5.3% | +11.2% | -16.5% | -5.9% |
| 3M | -8.0% | +11.8% | -19.8% | -8.6% |
| 6M | -0.3% | +14.1% | -14.3% | -1.2% |
| YTD | +8.6% | +23.0% | -14.3% | +6.1% |
| 1Y | +25.8% | +23.7% | +2.2% | +22.8% |
| 3Y | +221.2% | +47.7% | +173.4% | +191.0% |
| 5Y | +113.6% | +82.6% | +30.9% | +86.2% |
| All | +113.6% | +82.4% | +31.2% | +86.2% |
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