+11,743.1%
COST vs ED
+2,217.3%
+9,525.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -2.8% | -0.1% | -2.6% | -2.8% |
| 3M | -5.7% | +3.9% | -9.6% | -7.0% |
| 6M | -8.8% | -3.0% | -5.7% | -7.8% |
| YTD | +6.7% | +10.7% | -4.0% | +2.8% |
| 1Y | -3.6% | +13.3% | -17.0% | -8.1% |
| 3Y | +75.1% | +34.5% | +40.6% | +54.8% |
| 5Y | +108.9% | +67.1% | +41.8% | +69.9% |
| 10Y | +586.2% | +103.0% | +483.1% | +402.6% |
| All | +11,743.1% | +2,217.3% | +9,525.8% | +3,111.1% |
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