+2,408.8%
D vs ED
+2,522.9%
-114.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | +6.9% | +5.2% | +1.8% | +3.2% |
| 30D | +12.3% | +15.5% | -3.2% | +1.2% |
| 3M | +3.0% | +13.0% | -10.0% | -5.7% |
| 6M | +12.8% | +13.1% | -0.3% | +3.1% |
| YTD | +22.6% | +25.3% | -2.7% | +3.9% |
| 1Y | +21.7% | +30.5% | -8.9% | +0.1% |
| 3Y | +83.9% | +49.3% | +34.6% | +37.1% |
| 5Y | +14.0% | +84.6% | -70.6% | -26.7% |
| 10Y | +45.6% | +135.4% | -89.9% | -20.1% |
| All | +2,408.8% | +2,522.9% | -114.1% | +285.8% |
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