+894.6%
FIX vs ED
+86.8%
+807.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.9% | -12.5% | -11.4% |
| 7D | -27.2% | +5.2% | -32.4% | -26.3% |
| 30D | -46.9% | +15.5% | -62.4% | -45.3% |
| 3M | -44.4% | +13.0% | -57.5% | -42.9% |
| 6M | -50.9% | +13.1% | -64.0% | -49.5% |
| YTD | +3.5% | +25.3% | -21.7% | +7.2% |
| 1Y | -2.1% | +30.5% | -32.7% | +1.6% |
| 3Y | +418.7% | +49.3% | +369.4% | +406.9% |
| 5Y | +894.6% | +84.6% | +810.0% | +777.5% |
| All | +894.6% | +86.8% | +807.8% | +777.5% |
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