+39,729.4%
LOW vs ED
+2,477.8%
+37,251.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.1% | -1.7% | +1.8% | +0.8% |
| 30D | +21.3% | +10.7% | +10.6% | +16.7% |
| 3M | +6.0% | +11.6% | -5.7% | +1.6% |
| 6M | +2.6% | +13.5% | -10.9% | -2.3% |
| YTD | -3.6% | +23.1% | -26.7% | -11.3% |
| 1Y | -1.0% | +23.1% | -24.0% | -9.0% |
| 3Y | +24.2% | +47.9% | -23.8% | +4.8% |
| 5Y | +6.3% | +83.9% | -77.6% | -18.6% |
| 10Y | +294.1% | +142.1% | +152.0% | +159.6% |
| All | +39,729.4% | +2,477.8% | +37,251.7% | +9,852.6% |
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 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