+105.0%
ED vs SPXU
-99.5%
+204.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.5% |
| 7D | -1.9% | +6.4% | -8.2% | -1.1% |
| 30D | +0.1% | +5.9% | -5.9% | +0.8% |
| 3M | 0.0% | -11.7% | +11.7% | -1.3% |
| 6M | -2.5% | -28.7% | +26.2% | -6.1% |
| YTD | +10.1% | -26.4% | +36.5% | +6.5% |
| 1Y | +13.6% | -35.2% | +48.8% | +8.2% |
| 3Y | +32.4% | -79.8% | +112.2% | +9.6% |
| 5Y | +69.9% | -86.1% | +155.9% | +40.4% |
| All | +105.0% | -99.5% | +204.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPXU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling