+444.6%
ED vs CAPR
-99.1%
+543.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.9% | +10.7% | +0.8% |
| 7D | +2.1% | +7.6% | -5.5% | +2.1% |
| 30D | +12.4% | +13.3% | -0.9% | +12.4% |
| 3M | +13.1% | +130.4% | -117.3% | +13.1% |
| 6M | +14.1% | -70.8% | +84.9% | +14.0% |
| YTD | +23.1% | -69.3% | +92.3% | +23.0% |
| 1Y | +25.4% | +59.5% | -34.1% | +25.5% |
| 3Y | +47.9% | +216.8% | -168.9% | +47.7% |
| 5Y | +81.9% | +152.7% | -70.8% | +81.7% |
| 10Y | +141.3% | -68.2% | +209.5% | +140.1% |
| All | +444.6% | -99.1% | +543.7% | +432.0% |
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