-29.4%
EW vs ED
+71.7%
-101.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.7% |
| 7D | -4.4% | +0.5% | -5.0% | -4.5% |
| 30D | -3.3% | +1.1% | -4.4% | -3.6% |
| 3M | +1.0% | +4.6% | -3.6% | +0.1% |
| 6M | +6.2% | -2.0% | +8.2% | +6.5% |
| YTD | +1.7% | +11.7% | -10.0% | -1.0% |
| 1Y | +8.1% | +15.7% | -7.6% | +4.2% |
| 3Y | +17.1% | +34.4% | -17.3% | +6.3% |
| 5Y | -29.4% | +67.3% | -96.7% | -38.6% |
| All | -29.4% | +71.7% | -101.0% | -38.6% |
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