+508.4%
F vs ED
+2,460.7%
-1,952.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.3% |
| 7D | +1.6% | +1.6% | -0.1% | +0.9% |
| 30D | +2.6% | +13.3% | -10.7% | -2.6% |
| 3M | -8.8% | +9.7% | -18.5% | -12.4% |
| 6M | +4.6% | +12.8% | -8.2% | -0.9% |
| YTD | -1.9% | +22.3% | -24.2% | -10.6% |
| 1Y | -0.8% | +26.3% | -27.1% | -10.9% |
| 3Y | +43.5% | +45.0% | -1.6% | +19.4% |
| 5Y | -12.1% | +80.2% | -92.3% | -33.8% |
| 10Y | +83.6% | +129.9% | -46.2% | +18.1% |
| All | +508.4% | +2,460.7% | -1,952.3% | +30.3% |
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