+2,451.3%
EXC vs ED
+2,460.7%
-9.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.1% |
| 7D | -1.2% | +1.6% | -2.8% | -2.4% |
| 30D | +10.0% | +13.3% | -3.3% | 0.0% |
| 3M | +1.6% | +9.7% | -8.1% | -5.3% |
| 6M | +3.3% | +12.8% | -9.5% | -5.8% |
| YTD | +7.6% | +22.3% | -14.8% | -7.9% |
| 1Y | +3.5% | +26.3% | -22.8% | -13.6% |
| 3Y | +27.7% | +45.0% | -17.4% | -4.5% |
| 5Y | +41.1% | +80.2% | -39.1% | -10.5% |
| 10Y | +178.2% | +129.9% | +48.3% | +45.1% |
| All | +2,451.3% | +2,460.7% | -9.4% | +179.6% |
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