-25.1%
NOW vs ED
+85.1%
-110.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.8% |
| 7D | +0.3% | +2.1% | -1.8% | +0.6% |
| 30D | -27.0% | +10.4% | -37.4% | -25.9% |
| 3M | -19.6% | +12.5% | -32.2% | -18.2% |
| 6M | +17.5% | +14.9% | +2.5% | +20.0% |
| YTD | -33.3% | +24.8% | -58.1% | -31.5% |
| 1Y | -39.8% | +23.8% | -63.7% | -38.2% |
| 3Y | -19.9% | +51.6% | -71.6% | -21.8% |
| All | -25.1% | +85.1% | -110.2% | -33.7% |
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