+253.3%
ED vs USFR
+28.5%
+224.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +11.6% | +0.4% | +11.2% | +11.6% |
| 3M | +10.5% | +1.1% | +9.5% | +10.5% |
| 6M | +13.2% | +2.0% | +11.2% | +13.1% |
| YTD | +22.1% | +3.4% | +18.7% | +22.0% |
| 1Y | +24.2% | +4.1% | +20.1% | +24.0% |
| 3Y | +46.9% | +14.3% | +32.6% | +46.5% |
| 5Y | +80.8% | +21.3% | +59.5% | +80.0% |
| 10Y | +134.3% | +28.5% | +105.8% | +133.3% |
| All | +253.3% | +28.5% | +224.7% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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