+98.5%
ED vs S
-52.7%
+151.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.3% |
| 7D | +1.6% | -13.4% | +15.1% | +1.3% |
| 30D | +13.3% | -14.0% | +27.3% | +13.0% |
| 3M | +9.7% | +4.9% | +4.8% | +10.0% |
| 6M | +12.8% | +42.0% | -29.2% | +13.9% |
| YTD | +22.3% | +45.1% | -22.8% | +23.7% |
| 1Y | +26.3% | +33.1% | -6.8% | +27.6% |
| 3Y | +45.0% | +40.6% | +4.4% | +46.5% |
| 5Y | +80.2% | -67.5% | +147.7% | +75.4% |
| All | +98.5% | -52.7% | +151.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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