+89.2%
ED vs FND
+66.0%
+23.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.4% |
| 7D | -0.2% | -5.2% | +5.0% | +0.1% |
| 30D | -0.1% | -19.9% | +19.7% | +1.0% |
| 3M | +3.9% | +2.7% | +1.2% | +3.6% |
| 6M | -3.0% | -21.7% | +18.6% | -2.1% |
| YTD | +10.7% | -17.5% | +28.2% | +11.3% |
| 1Y | +13.3% | -39.3% | +52.6% | +15.8% |
| 3Y | +34.5% | -49.8% | +84.3% | +37.6% |
| 5Y | +67.1% | -60.1% | +127.2% | +70.6% |
| All | +89.2% | +66.0% | +23.1% | +75.8% |
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