+485.4%
P vs ED
+138.2%
+347.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.3% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +18.8% | -0.1% | +19.0% | +18.8% |
| 3M | +26.7% | +3.9% | +22.8% | +27.0% |
| 6M | +62.2% | -3.0% | +65.2% | +62.1% |
| YTD | +48.5% | +10.7% | +37.8% | +49.1% |
| 1Y | +26.4% | +13.3% | +13.1% | +27.0% |
| 3Y | +159.4% | +34.5% | +124.9% | +154.0% |
| 5Y | +275.8% | +67.1% | +208.6% | +254.7% |
| 10Y | +732.0% | +103.0% | +629.0% | +700.1% |
| All | +485.4% | +138.2% | +347.2% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling