+96.3%
ED vs COMP
-52.8%
+149.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.7% | -4.7% | +2.9% |
| 7D | +5.4% | +9.5% | -4.1% | +5.3% |
| 30D | +16.4% | +8.1% | +8.3% | +16.2% |
| 3M | +11.9% | -16.3% | +28.2% | +12.0% |
| 6M | +11.6% | +42.2% | -30.7% | +10.9% |
| YTD | +24.1% | -5.0% | +29.1% | +24.0% |
| 1Y | +26.9% | +20.1% | +6.8% | +26.1% |
| 3Y | +47.9% | +358.4% | -310.5% | +41.2% |
| 5Y | +87.5% | -21.9% | +109.4% | +72.5% |
| All | +96.3% | -52.8% | +149.1% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling