+181.7%
ED vs RUN
-30.6%
+212.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.2% |
| 7D | -0.9% | +3.2% | -4.1% | -1.0% |
| 30D | +11.2% | +19.5% | -8.3% | +10.7% |
| 3M | +11.8% | -9.6% | +21.4% | +11.9% |
| 6M | +14.1% | -37.3% | +51.4% | +14.8% |
| YTD | +23.0% | -50.7% | +73.7% | +23.9% |
| 1Y | +23.7% | -54.1% | +77.7% | +24.7% |
| 3Y | +47.7% | -3.9% | +51.7% | +41.9% |
| 5Y | +82.6% | -84.4% | +167.0% | +81.2% |
| 10Y | +141.8% | +77.5% | +64.3% | +117.7% |
| All | +181.7% | -30.6% | +212.3% | +155.8% |
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