+44.9%
IR vs ED
+85.1%
-40.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +2.5% | +2.1% | +0.5% | +2.3% |
| 30D | +9.2% | +10.4% | -1.2% | +7.8% |
| 3M | +0.9% | +12.5% | -11.6% | -0.6% |
| 6M | +19.2% | +14.9% | +4.3% | +17.1% |
| YTD | +7.5% | +24.8% | -17.4% | +4.2% |
| 1Y | +11.7% | +23.8% | -12.1% | +8.4% |
| 3Y | +23.9% | +51.6% | -27.7% | +11.3% |
| All | +44.9% | +85.1% | -40.2% | +22.0% |
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