+1,052.1%
FIX vs ED
+82.8%
+969.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +17.0% | -1.7% | +18.7% | +16.6% |
| 30D | -30.6% | +10.7% | -41.3% | -29.0% |
| 3M | -35.0% | +11.6% | -46.7% | -33.5% |
| 6M | -44.0% | +13.5% | -57.5% | -42.5% |
| YTD | +21.1% | +23.1% | -2.0% | +24.9% |
| 1Y | +16.3% | +23.1% | -6.8% | +20.0% |
| 3Y | +507.4% | +47.9% | +459.5% | +489.2% |
| 5Y | +1,052.1% | +83.9% | +968.2% | +888.7% |
| All | +1,052.1% | +82.8% | +969.3% | +888.7% |
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