+7,328.4%
EW vs ED
+1,239.6%
+6,088.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.1% |
| 7D | +11.0% | +1.6% | +9.4% | +10.4% |
| 30D | +19.1% | +13.3% | +5.8% | +13.9% |
| 3M | +14.4% | +9.7% | +4.6% | +10.5% |
| 6M | +22.8% | +12.8% | +10.0% | +17.3% |
| YTD | +19.8% | +22.3% | -2.5% | +10.9% |
| 1Y | +23.9% | +26.3% | -2.4% | +13.2% |
| 3Y | +52.2% | +45.0% | +7.2% | +30.1% |
| 5Y | -13.9% | +80.2% | -94.1% | -32.9% |
| 10Y | +241.9% | +129.9% | +112.0% | +134.5% |
| All | +7,328.4% | +1,239.6% | +6,088.7% | +2,302.9% |
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 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