+13.0%
KEY vs ED
+82.4%
-69.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | +6.7% | +11.2% | -4.5% | +4.6% |
| 3M | -4.6% | +11.8% | -16.4% | -6.6% |
| 6M | +2.6% | +14.1% | -11.5% | -0.1% |
| YTD | +7.0% | +23.0% | -16.0% | +2.0% |
| 1Y | +23.5% | +23.7% | -0.2% | +17.5% |
| 3Y | +126.4% | +47.7% | +78.7% | +95.4% |
| 5Y | +13.0% | +82.6% | -69.6% | -10.4% |
| All | +13.0% | +82.4% | -69.4% | -10.4% |
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