-35.9%
DOW vs ED
+71.7%
-107.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -2.9% | +0.5% | -3.5% | -3.0% |
| 30D | +2.0% | +1.1% | +0.9% | +1.7% |
| 3M | -12.5% | +4.6% | -17.2% | -13.2% |
| 6M | -9.2% | -2.0% | -7.2% | -8.9% |
| YTD | +30.8% | +11.7% | +19.1% | +28.1% |
| 1Y | +29.4% | +15.7% | +13.7% | +25.5% |
| 3Y | -34.6% | +34.4% | -68.9% | -40.4% |
| 5Y | -35.9% | +67.3% | -103.3% | -44.5% |
| All | -35.9% | +71.7% | -107.6% | -44.5% |
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