-13.5%
F vs ED
+81.8%
-95.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -0.2% | +2.1% | -2.4% | -0.9% |
| 30D | +0.9% | +12.4% | -11.5% | -2.8% |
| 3M | -11.3% | +13.1% | -24.5% | -14.8% |
| 6M | +2.0% | +14.1% | -12.0% | -2.5% |
| YTD | -3.2% | +23.1% | -26.2% | -10.4% |
| 1Y | -3.5% | +25.4% | -28.9% | -11.5% |
| 3Y | +48.1% | +47.9% | +0.2% | +21.9% |
| 5Y | -13.5% | +81.9% | -95.4% | -35.2% |
| All | -13.5% | +81.8% | -95.3% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling