+147.8%
PR vs ED
+134.6%
+13.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.5% |
| 7D | -16.5% | +5.2% | -21.7% | -14.7% |
| 30D | -4.5% | +15.5% | -20.0% | +1.3% |
| 3M | +8.5% | +13.0% | -4.5% | +14.2% |
| 6M | -3.3% | +13.1% | -16.4% | +1.8% |
| YTD | +55.7% | +25.3% | +30.4% | +71.4% |
| 1Y | +82.0% | +30.5% | +51.5% | +104.0% |
| 3Y | +62.5% | +49.3% | +13.1% | +96.3% |
| 5Y | +223.9% | +84.6% | +139.3% | +348.9% |
| 10Y | +64.2% | +135.4% | -71.2% | +173.3% |
| All | +147.8% | +134.6% | +13.2% | +312.9% |
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