+2,628.3%
NDAQ vs ED
+708.5%
+1,919.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +15.9% | +11.6% | +4.3% | +9.4% |
| 3M | +15.1% | +10.5% | +4.6% | +9.1% |
| 6M | +22.9% | +13.2% | +9.7% | +14.8% |
| YTD | +12.8% | +22.1% | -9.3% | +0.4% |
| 1Y | +26.0% | +24.2% | +1.9% | +10.9% |
| 3Y | +119.7% | +46.9% | +72.8% | +71.7% |
| 5Y | +65.4% | +80.8% | -15.4% | +12.4% |
| 10Y | +469.3% | +134.3% | +335.0% | +216.0% |
| All | +2,628.3% | +708.5% | +1,919.7% | +622.5% |
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