+46.2%
FE vs ED
+81.8%
-35.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -2.1% |
| 30D | +4.3% | +12.4% | -8.1% | -4.5% |
| 3M | +0.4% | +13.1% | -12.7% | -8.6% |
| 6M | +6.9% | +14.1% | -7.1% | -3.3% |
| YTD | +8.0% | +23.1% | -15.0% | -8.1% |
| 1Y | +4.8% | +25.4% | -20.6% | -12.2% |
| 3Y | +49.0% | +47.9% | +1.1% | +7.6% |
| 5Y | +46.2% | +81.9% | -35.7% | -8.9% |
| All | +46.2% | +81.8% | -35.6% | -8.9% |
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 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