+1,163.5%
C vs ED
+2,217.3%
-1,053.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +3.6% | -0.2% | +3.8% | +3.7% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +2.4% | +3.9% | -1.5% | 0.0% |
| 6M | +24.9% | -3.0% | +28.0% | +25.7% |
| YTD | +19.8% | +10.7% | +9.1% | +12.3% |
| 1Y | +44.9% | +13.3% | +31.5% | +33.7% |
| 3Y | +263.0% | +34.5% | +228.5% | +197.3% |
| 5Y | +129.5% | +67.1% | +62.4% | +63.3% |
| 10Y | +291.6% | +103.0% | +188.6% | +132.0% |
| All | +1,163.5% | +2,217.3% | -1,053.8% | +86.0% |
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