+14,227.5%
COST vs ED
+2,513.4%
+11,714.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +5.0% | +2.1% | +2.9% | +4.2% |
| 30D | +12.8% | +10.4% | +2.4% | +9.0% |
| 3M | +15.2% | +12.5% | +2.6% | +10.5% |
| 6M | +7.4% | +14.9% | -7.5% | +2.2% |
| YTD | +29.0% | +24.8% | +4.2% | +19.2% |
| 1Y | +20.3% | +23.8% | -3.6% | +11.3% |
| 3Y | +99.0% | +51.6% | +47.4% | +69.0% |
| 5Y | +125.7% | +86.4% | +39.3% | +76.9% |
| 10Y | +775.3% | +145.4% | +629.9% | +500.1% |
| All | +14,227.5% | +2,513.4% | +11,714.1% | +3,623.3% |
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