+96.9%
NI vs ED
+67.6%
+29.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | +2.3% | +0.5% | +1.8% | +1.9% |
| 30D | -1.7% | +1.1% | -2.8% | -2.5% |
| 3M | -8.0% | +4.6% | -12.7% | -11.1% |
| 6M | -8.6% | -2.0% | -6.7% | -7.4% |
| YTD | +2.3% | +11.7% | -9.4% | -6.2% |
| 1Y | +6.9% | +15.7% | -8.8% | -4.9% |
| 3Y | +70.6% | +34.4% | +36.2% | +30.3% |
| All | +96.9% | +67.6% | +29.3% | +32.7% |
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 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