+449.6%
P vs ED
+169.6%
+280.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.9% | -17.3% | -16.3% |
| 7D | -31.9% | +5.2% | -37.0% | -31.6% |
| 30D | -36.5% | +15.5% | -52.0% | -35.7% |
| 3M | +11.6% | +13.0% | -1.4% | +12.8% |
| 6M | +25.2% | +13.1% | +12.1% | +26.7% |
| YTD | +39.4% | +25.3% | +14.2% | +41.6% |
| 1Y | -3.7% | +30.5% | -34.2% | -2.1% |
| 3Y | +167.3% | +49.3% | +118.0% | +165.4% |
| 5Y | +237.3% | +84.6% | +152.8% | +223.1% |
| 10Y | +698.6% | +135.4% | +563.2% | +678.2% |
| All | +449.6% | +169.6% | +280.0% | +425.9% |
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