+2,658.0%
NDAQ vs ED
+714.0%
+1,944.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | +16.3% | +11.2% | +5.1% | +10.1% |
| 3M | +15.8% | +11.8% | +4.0% | +9.2% |
| 6M | +24.8% | +14.1% | +10.7% | +16.1% |
| YTD | +14.1% | +23.0% | -8.9% | +1.1% |
| 1Y | +26.5% | +23.7% | +2.9% | +11.7% |
| 3Y | +119.1% | +47.7% | +71.4% | +70.7% |
| 5Y | +70.9% | +82.6% | -11.7% | +15.5% |
| 10Y | +479.7% | +141.8% | +338.0% | +215.7% |
| All | +2,658.0% | +714.0% | +1,944.0% | +627.8% |
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