+67.3%
ED vs SPXU
-86.0%
+153.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.0% |
| 7D | +0.5% | -1.5% | +2.0% | +0.5% |
| 30D | +1.1% | +3.7% | -2.6% | +1.3% |
| 3M | +4.6% | -9.6% | +14.2% | +4.2% |
| 6M | -2.0% | -32.4% | +30.4% | -3.8% |
| YTD | +11.7% | -28.7% | +40.4% | +10.0% |
| 1Y | +15.7% | -38.2% | +54.0% | +12.9% |
| 3Y | +34.4% | -80.4% | +114.8% | +18.9% |
| 5Y | +67.3% | -86.0% | +153.3% | +46.3% |
| All | +67.3% | -86.0% | +153.3% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling