+62.9%
ON vs ED
+67.1%
-4.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +0.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -3.3% | -0.1% | -3.2% | -3.3% |
| 3M | -43.6% | +3.9% | -47.5% | -43.3% |
| 6M | +19.0% | -3.0% | +22.0% | +18.9% |
| YTD | +37.4% | +10.7% | +26.7% | +38.7% |
| 1Y | +54.8% | +13.3% | +41.4% | +56.5% |
| 3Y | -25.2% | +34.5% | -59.7% | -28.8% |
| All | +62.9% | +67.1% | -4.2% | +60.2% |
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