+512.8%
F vs ED
+2,522.9%
-2,010.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.5% |
| 7D | +1.4% | +5.2% | -3.8% | -0.7% |
| 30D | +2.0% | +15.5% | -13.5% | -4.0% |
| 3M | -10.4% | +13.0% | -23.4% | -15.0% |
| 6M | +9.7% | +13.1% | -3.4% | +3.8% |
| YTD | -1.2% | +25.3% | -26.5% | -10.8% |
| 1Y | 0.0% | +30.5% | -30.5% | -11.5% |
| 3Y | +41.1% | +49.3% | -8.2% | +16.0% |
| 5Y | -11.4% | +84.6% | -96.0% | -34.0% |
| 10Y | +85.0% | +135.4% | -50.5% | +17.8% |
| All | +512.8% | +2,522.9% | -2,010.1% | +29.9% |
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