+14,219.4%
DE vs ED
+2,513.4%
+11,706.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | +0.3% | +2.1% | -1.8% | -0.4% |
| 30D | +3.6% | +10.4% | -6.8% | -0.1% |
| 3M | +10.2% | +12.5% | -2.3% | +5.6% |
| 6M | +16.6% | +14.9% | +1.7% | +10.6% |
| YTD | +45.8% | +24.8% | +21.0% | +34.2% |
| 1Y | +43.9% | +23.8% | +20.1% | +32.7% |
| 3Y | +89.6% | +51.6% | +38.0% | +60.3% |
| 5Y | +100.3% | +86.4% | +13.9% | +55.3% |
| 10Y | +760.8% | +145.4% | +615.4% | +476.2% |
| All | +14,219.4% | +2,513.4% | +11,706.0% | +3,540.2% |
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