+153.6%
ED vs RUN
-31.9%
+185.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.2% | +1.3% | -1.4% | -0.2% |
| 30D | -0.1% | -15.3% | +15.1% | +0.1% |
| 3M | +3.9% | -40.0% | +43.9% | +4.8% |
| 6M | -3.0% | -27.0% | +23.9% | -2.7% |
| YTD | +10.7% | -51.7% | +62.4% | +11.7% |
| 1Y | +13.3% | -45.9% | +59.2% | +13.8% |
| 3Y | +34.5% | -43.8% | +78.3% | +31.0% |
| 5Y | +67.1% | -80.5% | +147.6% | +65.0% |
| 10Y | +103.0% | +45.3% | +57.8% | +83.2% |
| All | +153.6% | -31.9% | +185.5% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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