+884.8%
ED vs A
+457.0%
+427.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -0.2% | -1.9% | +1.8% | 0.0% |
| 30D | -0.1% | +6.9% | -7.0% | -0.7% |
| 3M | +3.9% | +9.2% | -5.3% | +3.1% |
| 6M | -3.0% | +25.7% | -28.7% | -5.0% |
| YTD | +10.7% | +11.5% | -0.8% | +9.4% |
| 1Y | +13.3% | +18.4% | -5.0% | +11.3% |
| 3Y | +34.5% | +26.6% | +7.9% | +30.4% |
| 5Y | +67.1% | -12.8% | +80.0% | +66.1% |
| 10Y | +103.0% | +247.2% | -144.1% | +81.2% |
| All | +884.8% | +457.0% | +427.8% | +724.1% |
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