+182.1%
ED vs RUN
-34.8%
+216.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +0.3% |
| 7D | -1.7% | -13.7% | +12.0% | -1.5% |
| 30D | +10.7% | +9.4% | +1.3% | +10.4% |
| 3M | +11.6% | -13.4% | +25.1% | +11.8% |
| 6M | +13.5% | -39.6% | +53.1% | +14.3% |
| YTD | +23.1% | -53.7% | +76.8% | +24.2% |
| 1Y | +23.1% | -56.2% | +79.2% | +24.2% |
| 3Y | +47.9% | -9.7% | +57.7% | +42.2% |
| 5Y | +83.9% | -85.5% | +169.4% | +82.8% |
| 10Y | +142.1% | +66.7% | +75.4% | +118.2% |
| All | +182.1% | -34.8% | +216.9% | +156.4% |
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