-15.8%
F vs ED
+80.7%
-96.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | +1.6% | +1.6% | -0.1% | +1.0% |
| 30D | +2.6% | +13.3% | -10.7% | -1.3% |
| 3M | -8.8% | +9.7% | -18.5% | -11.5% |
| 6M | +4.6% | +12.8% | -8.2% | +0.4% |
| YTD | -1.9% | +22.3% | -24.2% | -9.0% |
| 1Y | -0.8% | +26.3% | -27.1% | -9.3% |
| 3Y | +43.5% | +45.0% | -1.6% | +19.2% |
| All | -15.8% | +80.7% | -96.5% | -37.1% |
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