+110.2%
ED vs FND
+68.8%
+41.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | -0.9% | -4.4% | +3.5% | -0.7% |
| 30D | +11.2% | +14.5% | -3.3% | +10.3% |
| 3M | +11.8% | -15.6% | +27.4% | +12.6% |
| 6M | +14.1% | +4.7% | +9.4% | +13.4% |
| YTD | +23.0% | -16.1% | +39.1% | +23.3% |
| 1Y | +23.7% | -16.0% | +39.7% | +23.9% |
| 3Y | +47.7% | -35.5% | +83.2% | +48.8% |
| 5Y | +82.6% | -60.5% | +143.1% | +86.6% |
| All | +110.2% | +68.8% | +41.4% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling