+6,438.2%
EW vs ED
+1,112.3%
+5,325.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +1.0% | -0.1% | +1.2% | +1.0% |
| 3M | +2.8% | +3.9% | -1.1% | +1.3% |
| 6M | +5.5% | -3.0% | +8.5% | +6.3% |
| YTD | +5.5% | +10.7% | -5.2% | +1.2% |
| 1Y | +11.0% | +13.3% | -2.3% | +5.5% |
| 3Y | +17.7% | +34.5% | -16.8% | +3.2% |
| 5Y | -25.7% | +67.1% | -92.9% | -40.6% |
| 10Y | +132.8% | +103.0% | +29.8% | +67.1% |
| All | +6,438.2% | +1,112.3% | +5,325.9% | +2,093.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling