+441.3%
ED vs CAPR
-99.1%
+540.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.0% | -2.4% |
| 7D | +1.6% | +41.1% | -39.4% | +1.6% |
| 30D | +13.3% | +11.1% | +2.2% | +13.3% |
| 3M | +9.7% | +115.3% | -105.6% | +9.7% |
| 6M | +12.8% | -73.8% | +86.6% | +12.7% |
| YTD | +22.3% | -68.8% | +91.1% | +22.3% |
| 1Y | +26.3% | +43.3% | -17.0% | +26.3% |
| 3Y | +45.0% | +214.7% | -169.7% | +44.9% |
| 5Y | +80.2% | +141.3% | -61.1% | +80.1% |
| 10Y | +129.9% | -67.0% | +196.9% | +128.7% |
| All | +441.3% | -99.1% | +540.4% | +428.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling