+67.3%
ED vs FND
-61.9%
+129.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.1% |
| 7D | +0.5% | +0.4% | +0.2% | +0.5% |
| 30D | +1.1% | -23.6% | +24.7% | +2.1% |
| 3M | +4.6% | +4.3% | +0.3% | +4.4% |
| 6M | -2.0% | -20.3% | +18.3% | -1.3% |
| YTD | +11.7% | -21.3% | +33.0% | +12.3% |
| 1Y | +15.7% | -45.4% | +61.1% | +18.2% |
| 3Y | +34.4% | -48.9% | +83.2% | +36.8% |
| 5Y | +67.3% | -61.0% | +128.3% | +62.7% |
| All | +67.3% | -61.9% | +129.2% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling