+2,450.7%
EXC vs ED
+2,474.3%
-23.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | -0.9% | -0.4% | -0.7% |
| 30D | +8.3% | +11.2% | -2.9% | -0.1% |
| 3M | +2.6% | +11.8% | -9.2% | -5.8% |
| 6M | +5.2% | +14.1% | -8.9% | -4.8% |
| YTD | +7.5% | +23.0% | -15.4% | -8.3% |
| 1Y | +3.2% | +23.7% | -20.5% | -12.4% |
| 3Y | +29.5% | +47.7% | -18.2% | -4.4% |
| 5Y | +39.7% | +82.6% | -43.0% | -12.3% |
| 10Y | +200.1% | +141.8% | +58.3% | +50.6% |
| All | +2,450.7% | +2,474.3% | -23.6% | +178.4% |
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