+992.7%
C vs ED
+2,522.9%
-1,530.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -6.0% | -5.5% |
| 7D | -5.3% | +5.2% | -10.4% | -7.6% |
| 30D | -7.3% | +15.5% | -22.9% | -13.8% |
| 3M | -13.5% | +13.0% | -26.5% | -18.7% |
| 6M | -6.5% | +13.1% | -19.6% | -12.7% |
| YTD | +3.6% | +25.3% | -21.7% | -8.8% |
| 1Y | +18.9% | +30.5% | -11.7% | +2.3% |
| 3Y | +205.0% | +49.3% | +155.6% | +137.3% |
| 5Y | +109.4% | +84.6% | +24.8% | +42.2% |
| 10Y | +232.9% | +135.4% | +97.5% | +83.0% |
| All | +992.7% | +2,522.9% | -1,530.2% | +51.1% |
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