+35,474.8%
LOW vs ED
+2,217.3%
+33,257.6%
-62.3%
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% | +1.8% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -7.0% | -0.1% | -6.9% | -7.0% |
| 3M | -0.9% | +3.9% | -4.8% | -2.4% |
| 6M | -20.1% | -3.0% | -17.0% | -19.3% |
| YTD | -13.9% | +10.7% | -24.6% | -17.5% |
| 1Y | -21.1% | +13.3% | -34.5% | -25.3% |
| 3Y | -6.6% | +34.5% | -41.1% | -18.4% |
| 5Y | +9.4% | +67.1% | -57.8% | -13.3% |
| 10Y | +220.5% | +103.0% | +117.4% | +125.9% |
| All | +35,474.8% | +2,217.3% | +33,257.6% | +9,158.7% |
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