+7,595.3%
EW vs ED
+1,246.7%
+6,348.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +6.5% | -0.9% | +7.4% | +6.8% |
| 30D | +22.5% | +11.2% | +11.3% | +17.9% |
| 3M | +13.0% | +11.8% | +1.2% | +8.5% |
| 6M | +37.1% | +14.1% | +23.0% | +30.5% |
| YTD | +24.1% | +23.0% | +1.2% | +14.7% |
| 1Y | +24.2% | +23.7% | +0.6% | +14.4% |
| 3Y | +64.8% | +47.7% | +17.0% | +39.9% |
| 5Y | -7.4% | +82.6% | -90.1% | -28.2% |
| 10Y | +248.8% | +141.8% | +107.0% | +134.8% |
| All | +7,595.3% | +1,246.7% | +6,348.5% | +2,384.5% |
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