+415.3%
PR vs ED
+67.1%
+348.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +18.0% | -0.1% | +18.2% | +18.0% |
| 3M | +16.9% | +3.9% | +12.9% | +16.7% |
| 6M | +28.2% | -3.0% | +31.2% | +28.4% |
| YTD | +69.3% | +10.7% | +58.6% | +68.8% |
| 1Y | +69.5% | +13.3% | +56.2% | +68.8% |
| 3Y | +81.7% | +34.5% | +47.2% | +72.5% |
| All | +415.3% | +67.1% | +348.2% | +385.0% |
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