+14.0%
D vs ED
+82.5%
-68.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.4% | -0.9% | -1.5% | -1.7% |
| 30D | +9.0% | +11.2% | -2.2% | -0.3% |
| 3M | +1.0% | +11.8% | -10.8% | -8.1% |
| 6M | +11.0% | +14.1% | -3.1% | -0.9% |
| YTD | +19.8% | +23.0% | -3.2% | +0.1% |
| 1Y | +16.0% | +23.7% | -7.7% | -3.7% |
| 3Y | +74.4% | +47.7% | +26.6% | +22.3% |
| All | +14.0% | +82.5% | -68.5% | -34.4% |
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