+70.3%
ED vs COMP
-31.2%
+101.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.3% |
| 7D | -0.2% | +1.4% | -1.6% | -0.2% |
| 30D | -0.1% | -13.3% | +13.2% | 0.0% |
| 3M | +3.9% | +41.1% | -37.2% | +3.4% |
| 6M | -3.0% | +17.2% | -20.2% | -3.3% |
| YTD | +10.7% | +5.2% | +5.5% | +10.4% |
| 1Y | +13.3% | +18.9% | -5.6% | +12.7% |
| 3Y | +34.5% | +215.9% | -181.4% | +29.0% |
| All | +70.3% | -31.2% | +101.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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