+221.7%
PR vs ED
+80.7%
+141.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | -16.4% | +1.6% | -18.1% | -16.5% |
| 30D | -1.9% | +13.3% | -15.2% | -2.3% |
| 3M | +8.0% | +9.7% | -1.8% | +7.6% |
| 6M | +4.1% | +12.8% | -8.7% | +3.7% |
| YTD | +58.7% | +22.3% | +36.4% | +57.7% |
| 1Y | +75.8% | +26.3% | +49.5% | +74.6% |
| 3Y | +73.2% | +45.0% | +28.1% | +65.0% |
| All | +221.7% | +80.7% | +141.1% | +175.5% |
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