+948.1%
FIX vs ED
+80.7%
+867.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +4.9% |
| 7D | -17.5% | +1.6% | -19.1% | -17.0% |
| 30D | -41.6% | +13.3% | -54.9% | -40.1% |
| 3M | -40.6% | +9.7% | -50.3% | -39.4% |
| 6M | -49.4% | +12.8% | -62.2% | -48.1% |
| YTD | +9.2% | +22.3% | -13.1% | +12.4% |
| 1Y | +6.5% | +26.3% | -19.8% | +9.8% |
| 3Y | +448.7% | +45.0% | +403.7% | +434.5% |
| All | +948.1% | +80.7% | +867.4% | +807.7% |
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 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