+7,433.0%
FIX vs ED
+1,475.5%
+5,957.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.9% | -12.5% | -11.9% |
| 7D | -27.2% | +5.2% | -32.4% | -28.8% |
| 30D | -46.9% | +15.5% | -62.4% | -49.9% |
| 3M | -44.4% | +13.0% | -57.5% | -47.2% |
| 6M | -50.9% | +13.1% | -64.0% | -53.7% |
| YTD | +3.5% | +25.3% | -21.7% | -6.5% |
| 1Y | -2.1% | +30.5% | -32.7% | -13.2% |
| 3Y | +418.7% | +49.3% | +369.4% | +316.9% |
| 5Y | +894.6% | +84.6% | +810.0% | +617.0% |
| 10Y | +3,465.5% | +135.4% | +3,330.1% | +2,186.8% |
| All | +7,433.0% | +1,475.5% | +5,957.5% | +3,187.7% |
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