+104.4%
COST vs ED
+66.4%
+38.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -5.3% | +1.9% | -7.2% | -5.8% |
| 3M | -6.7% | +1.9% | -8.5% | -7.1% |
| 6M | -9.9% | -2.3% | -7.7% | -9.4% |
| YTD | +5.1% | +10.9% | -5.8% | +2.2% |
| 1Y | -7.3% | +14.5% | -21.8% | -10.8% |
| 3Y | +70.4% | +33.4% | +37.0% | +53.6% |
| 5Y | +104.4% | +67.3% | +37.1% | +76.7% |
| All | +104.4% | +66.4% | +38.0% | +76.7% |
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 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