+69.9%
ED vs ET
+241.7%
-171.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | +1.4% | -3.2% | -2.0% |
| 30D | +0.1% | +4.6% | -4.5% | -0.3% |
| 3M | 0.0% | +16.0% | -16.0% | -1.3% |
| 6M | -2.5% | +22.8% | -25.3% | -4.2% |
| YTD | +10.1% | +38.9% | -28.7% | +7.1% |
| 1Y | +13.6% | +34.1% | -20.5% | +10.8% |
| 3Y | +32.4% | +98.8% | -66.4% | +21.7% |
| 5Y | +69.9% | +246.8% | -177.0% | +51.6% |
| All | +69.9% | +241.7% | -171.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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