+468.5%
ED vs SPXU
-100.0%
+568.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.1% | +0.8% | -1.0% | 0.0% |
| 3M | +3.9% | -4.7% | +8.6% | +3.5% |
| 6M | -3.0% | -29.6% | +26.6% | -7.0% |
| YTD | +10.7% | -29.9% | +40.6% | +6.2% |
| 1Y | +13.3% | -39.1% | +52.4% | +6.8% |
| 3Y | +34.5% | -80.0% | +114.5% | +11.0% |
| 5Y | +67.1% | -86.0% | +153.2% | +38.3% |
| 10Y | +103.0% | -99.5% | +202.6% | +14.1% |
| All | +468.5% | -100.0% | +568.5% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling