+169.5%
PR vs ED
+107.3%
+62.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -2.1% |
| 7D | +2.9% | -0.2% | +3.1% | +2.8% |
| 30D | +18.0% | -0.1% | +18.2% | +18.0% |
| 3M | +16.9% | +3.9% | +12.9% | +18.9% |
| 6M | +28.2% | -3.0% | +31.2% | +26.8% |
| YTD | +69.3% | +10.7% | +58.6% | +77.2% |
| 1Y | +69.5% | +13.3% | +56.2% | +79.3% |
| 3Y | +81.7% | +34.5% | +47.2% | +110.5% |
| 5Y | +422.2% | +67.1% | +355.1% | +598.7% |
| 10Y | +110.4% | +103.0% | +7.3% | +233.2% |
| All | +169.5% | +107.3% | +62.2% | +326.7% |
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