+82.6%
ED vs CAPR
+172.3%
-89.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.3% | +1.4% |
| 7D | +2.1% | +5.9% | -3.8% | +2.1% |
| 30D | +10.4% | +44.6% | -34.2% | +10.4% |
| 3M | +12.5% | +126.4% | -113.8% | +12.6% |
| 6M | +14.9% | -68.6% | +83.5% | +14.8% |
| YTD | +24.8% | -67.0% | +91.8% | +24.7% |
| 1Y | +23.8% | +65.2% | -41.3% | +24.1% |
| 3Y | +51.6% | +235.6% | -183.9% | +50.4% |
| All | +82.6% | +172.3% | -89.7% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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