+786.2%
ED vs BG
+954.5%
-168.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | +2.1% | +2.6% | -0.5% | +1.7% |
| 30D | +10.4% | -6.7% | +17.1% | +11.3% |
| 3M | +12.5% | -9.3% | +21.8% | +13.7% |
| 6M | +14.9% | -18.3% | +33.3% | +17.3% |
| YTD | +24.8% | +16.2% | +8.6% | +22.1% |
| 1Y | +23.8% | +7.6% | +16.2% | +22.2% |
| 3Y | +51.6% | +6.6% | +45.1% | +48.4% |
| 5Y | +86.4% | +22.2% | +64.2% | +77.6% |
| 10Y | +145.4% | +112.0% | +33.4% | +111.8% |
| All | +786.2% | +954.5% | -168.3% | +576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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