-30.8%
DOW vs ED
+82.1%
-112.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -9.4% | -0.1% | -9.3% | -9.4% |
| 30D | +8.9% | +11.6% | -2.6% | +6.6% |
| 3M | +6.7% | +10.5% | -3.8% | +4.6% |
| 6M | -14.2% | +13.2% | -27.4% | -16.2% |
| YTD | +36.9% | +22.1% | +14.8% | +31.6% |
| 1Y | +45.8% | +24.2% | +21.6% | +39.5% |
| 3Y | -23.9% | +46.9% | -70.8% | -32.3% |
| 5Y | -30.8% | +80.8% | -111.6% | -44.1% |
| All | -30.8% | +82.1% | -112.8% | -44.1% |
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 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