+251.9%
ED vs INDA
+122.4%
+129.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.9% | +3.1% | -4.0% | -1.6% |
| 30D | +11.2% | +11.3% | -0.1% | +8.6% |
| 3M | +11.8% | +3.0% | +8.8% | +11.0% |
| 6M | +14.1% | +6.5% | +7.5% | +12.4% |
| YTD | +23.0% | -4.6% | +27.5% | +23.8% |
| 1Y | +23.7% | -5.8% | +29.4% | +24.9% |
| 3Y | +47.7% | +16.8% | +30.9% | +41.0% |
| 5Y | +82.6% | +10.4% | +72.2% | +75.8% |
| 10Y | +141.8% | +116.8% | +24.9% | +91.7% |
| All | +251.9% | +122.4% | +129.5% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling