+389.9%
ED vs CAPR
-99.1%
+488.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | -0.1% | +139.2% | -139.3% | -0.1% |
| 3M | +3.9% | -66.4% | +70.3% | +3.9% |
| 6M | -3.0% | -63.1% | +60.1% | -3.1% |
| YTD | +10.7% | -67.4% | +78.1% | +10.7% |
| 1Y | +13.3% | +58.2% | -44.9% | +13.4% |
| 3Y | +34.5% | +42.2% | -7.7% | +34.4% |
| 5Y | +67.1% | +87.3% | -20.1% | +67.0% |
| 10Y | +103.0% | -75.3% | +178.3% | +102.1% |
| All | +389.9% | -99.1% | +488.9% | +378.5% |
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