+112.5%
NET vs ED
+67.1%
+45.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -2.3% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | -4.8% | -0.1% | -4.7% | -4.7% |
| 3M | +3.8% | +3.9% | -0.1% | +5.2% |
| 6M | +50.0% | -3.0% | +53.1% | +49.9% |
| YTD | +41.5% | +10.7% | +30.8% | +45.3% |
| 1Y | +32.8% | +13.3% | +19.5% | +37.4% |
| 3Y | +335.9% | +34.5% | +301.4% | +344.3% |
| All | +112.5% | +67.1% | +45.4% | +156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling