+2,327.9%
NDAQ vs ED
+632.7%
+1,695.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.2% |
| 7D | -2.4% | -0.2% | -2.3% | -2.3% |
| 30D | +2.5% | -0.1% | +2.6% | +2.5% |
| 3M | +9.9% | +3.9% | +6.0% | +7.5% |
| 6M | +9.4% | -3.0% | +12.5% | +10.6% |
| YTD | +0.4% | +10.7% | -10.3% | -5.9% |
| 1Y | +4.0% | +13.3% | -9.3% | -4.0% |
| 3Y | +94.4% | +34.5% | +59.9% | +58.8% |
| 5Y | +56.7% | +67.1% | -10.4% | +10.4% |
| 10Y | +375.3% | +103.0% | +272.2% | +184.9% |
| All | +2,327.9% | +632.7% | +1,695.2% | +577.4% |
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