+291.3%
IR vs ED
+89.0%
+202.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -15.1% | -0.1% | -15.0% | -15.1% |
| 3M | +6.1% | +3.9% | +2.1% | +5.2% |
| 6M | -16.8% | -3.0% | -13.8% | -16.4% |
| YTD | -3.5% | +10.7% | -14.2% | -5.7% |
| 1Y | -3.5% | +13.3% | -16.8% | -6.2% |
| 3Y | +9.5% | +34.5% | -25.0% | +0.5% |
| 5Y | +45.1% | +67.1% | -22.1% | +25.9% |
| All | +291.3% | +89.0% | +202.3% | +237.7% |
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