+47.9%
ED vs FND
-34.0%
+81.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.9% |
| 7D | +2.1% | +6.8% | -4.7% | +1.9% |
| 30D | +12.4% | +13.1% | -0.6% | +11.9% |
| 3M | +13.1% | -13.1% | +26.2% | +13.2% |
| 6M | +14.1% | -0.6% | +14.6% | +13.8% |
| YTD | +23.1% | -15.5% | +38.6% | +22.9% |
| 1Y | +25.4% | -13.7% | +39.1% | +25.1% |
| 3Y | +47.9% | -35.0% | +82.9% | +36.9% |
| All | +47.9% | -34.0% | +81.9% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling