-10.8%
DOW vs ED
+67.0%
-77.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +0.4% | -0.1% | +0.5% | +0.4% |
| 3M | -14.4% | +3.9% | -18.3% | -15.7% |
| 6M | -7.0% | -3.0% | -3.9% | -6.1% |
| YTD | +30.2% | +10.7% | +19.5% | +24.9% |
| 1Y | +29.2% | +13.3% | +15.9% | +22.3% |
| 3Y | -36.7% | +34.5% | -71.2% | -45.7% |
| 5Y | -37.7% | +67.1% | -104.8% | -53.0% |
| All | -10.8% | +67.0% | -77.8% | -29.5% |
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 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