+281.3%
P vs ED
+67.1%
+214.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +0.8% |
| 7D | +6.5% | -0.2% | +6.7% | +6.4% |
| 30D | +18.8% | -0.1% | +19.0% | +18.7% |
| 3M | +26.7% | +3.9% | +22.8% | +29.2% |
| 6M | +62.2% | -3.0% | +65.2% | +61.4% |
| YTD | +48.5% | +10.7% | +37.8% | +55.2% |
| 1Y | +26.4% | +13.3% | +13.1% | +33.6% |
| 3Y | +159.4% | +34.5% | +124.9% | +175.3% |
| All | +281.3% | +67.1% | +214.2% | +294.0% |
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