-62.4%
JD vs ED
+85.1%
-147.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.6% |
| 7D | -4.1% | +2.1% | -6.2% | -4.0% |
| 30D | +4.6% | +10.4% | -5.8% | +5.6% |
| 3M | -4.7% | +12.5% | -17.3% | -3.7% |
| 6M | -17.4% | +14.9% | -32.3% | -16.3% |
| YTD | +0.7% | +24.8% | -24.1% | +2.7% |
| 1Y | -5.9% | +23.8% | -29.7% | -4.1% |
| 3Y | +18.9% | +51.6% | -32.8% | +20.3% |
| All | -62.4% | +85.1% | -147.5% | -55.6% |
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