+988.3%
ED vs A
+546.2%
+442.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +13.3% | +3.4% | +9.9% | +13.0% |
| 3M | +9.7% | +23.8% | -14.1% | +7.8% |
| 6M | +12.8% | +49.0% | -36.2% | +9.0% |
| YTD | +22.3% | +29.4% | -7.1% | +19.4% |
| 1Y | +26.3% | +19.4% | +6.9% | +24.0% |
| 3Y | +45.0% | +66.2% | -21.2% | +37.6% |
| 5Y | +80.2% | +15.8% | +64.4% | +75.0% |
| 10Y | +129.9% | +326.1% | -196.2% | +102.0% |
| All | +988.3% | +546.2% | +442.1% | +799.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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