+615.0%
F vs ED
+2,217.3%
-1,602.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +4.6% | -0.1% | +4.7% | +4.5% |
| 3M | -3.7% | +3.9% | -7.6% | -5.6% |
| 6M | +16.8% | -3.0% | +19.9% | +17.7% |
| YTD | +15.3% | +10.7% | +4.6% | +9.6% |
| 1Y | +31.0% | +13.3% | +17.7% | +22.8% |
| 3Y | +45.4% | +34.5% | +10.9% | +24.8% |
| 5Y | +54.7% | +67.1% | -12.5% | +19.9% |
| 10Y | +98.2% | +103.0% | -4.8% | +34.3% |
| All | +615.0% | +2,217.3% | -1,602.3% | +59.7% |
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