+67.3%
ED vs INDA
+5.9%
+61.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -2.6% | +2.4% | +0.1% |
| 30D | +1.9% | -2.9% | +4.9% | +2.2% |
| 3M | +1.9% | +2.4% | -0.5% | +1.5% |
| 6M | -2.3% | -2.6% | +0.4% | -2.0% |
| YTD | +10.9% | -10.0% | +20.8% | +12.4% |
| 1Y | +14.5% | -7.7% | +22.2% | +15.6% |
| 3Y | +33.4% | +8.9% | +24.5% | +28.6% |
| 5Y | +67.3% | +6.0% | +61.3% | +57.7% |
| All | +67.3% | +5.9% | +61.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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