+325.3%
IR vs ED
+108.8%
+216.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.8% |
| 7D | +3.7% | +1.6% | +2.0% | +3.3% |
| 30D | +7.4% | +13.3% | -5.9% | +4.8% |
| 3M | -5.9% | +9.7% | -15.6% | -7.7% |
| 6M | +5.6% | +12.8% | -7.2% | +3.0% |
| YTD | +4.8% | +22.3% | -17.5% | +0.5% |
| 1Y | +6.9% | +26.3% | -19.4% | +1.7% |
| 3Y | +27.6% | +45.0% | -17.5% | +15.5% |
| 5Y | +45.8% | +80.2% | -34.4% | +24.8% |
| All | +325.3% | +108.8% | +216.4% | +259.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling