+14.9%
O vs ED
+67.1%
-52.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.1% |
| 7D | -0.7% | -0.2% | -0.6% | -0.6% |
| 30D | -1.9% | -0.1% | -1.7% | -1.8% |
| 3M | +3.8% | +3.9% | -0.1% | +1.7% |
| 6M | -4.7% | -3.0% | -1.7% | -3.3% |
| YTD | +12.5% | +10.7% | +1.8% | +6.3% |
| 1Y | +10.8% | +13.3% | -2.5% | +3.1% |
| 3Y | +28.8% | +34.5% | -5.7% | +8.1% |
| All | +14.9% | +67.1% | -52.2% | -13.1% |
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