+22.9%
ED vs FND
-19.9%
+42.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | -0.1% |
| 7D | -0.9% | -4.4% | +3.5% | -0.8% |
| 30D | +11.2% | +14.5% | -3.3% | +10.7% |
| 3M | +11.8% | -15.6% | +27.4% | +11.2% |
| 6M | +14.1% | +4.7% | +9.4% | +14.1% |
| YTD | +23.0% | -16.1% | +39.1% | +21.7% |
| All | +22.9% | -19.9% | +42.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling