+1,078.2%
KEY vs ED
+2,217.3%
-1,139.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -3.0% | -0.1% | -2.9% | -3.0% |
| 3M | +3.3% | +3.9% | -0.6% | +1.2% |
| 6M | +9.2% | -3.0% | +12.2% | +10.2% |
| YTD | +10.6% | +10.7% | 0.0% | +4.6% |
| 1Y | +20.4% | +13.3% | +7.1% | +12.1% |
| 3Y | +121.8% | +34.5% | +87.4% | +85.8% |
| 5Y | +41.1% | +67.1% | -26.0% | +4.1% |
| 10Y | +168.5% | +103.0% | +65.5% | +69.3% |
| All | +1,078.2% | +2,217.3% | -1,139.1% | +179.4% |
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 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