-14.6%
EW vs ED
+80.7%
-95.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.8% |
| 7D | +11.0% | +1.6% | +9.4% | +10.6% |
| 30D | +19.1% | +13.3% | +5.8% | +16.0% |
| 3M | +14.4% | +9.7% | +4.6% | +12.1% |
| 6M | +22.8% | +12.8% | +10.0% | +19.6% |
| YTD | +19.8% | +22.3% | -2.5% | +14.2% |
| 1Y | +23.9% | +26.3% | -2.4% | +17.1% |
| 3Y | +52.2% | +45.0% | +7.2% | +35.8% |
| All | -14.6% | +80.7% | -95.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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