+2,340.5%
EXC vs ED
+2,217.3%
+123.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | 0.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -3.7% | -0.1% | -3.6% | -3.6% |
| 3M | -1.3% | +3.9% | -5.2% | -4.1% |
| 6M | -9.7% | -3.0% | -6.7% | -7.6% |
| YTD | +2.9% | +10.7% | -7.8% | -4.9% |
| 1Y | +4.4% | +13.3% | -9.0% | -5.4% |
| 3Y | +22.2% | +34.5% | -12.3% | -3.2% |
| 5Y | +46.7% | +67.1% | -20.4% | -1.6% |
| 10Y | +155.3% | +103.0% | +52.3% | +46.4% |
| All | +2,340.5% | +2,217.3% | +123.3% | +188.6% |
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 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