+46.2%
RF vs ED
+82.1%
-35.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | +7.0% | +11.6% | -4.6% | +4.7% |
| 3M | -7.0% | +10.5% | -17.6% | -8.9% |
| 6M | +6.8% | +13.2% | -6.4% | +4.0% |
| YTD | +9.9% | +22.1% | -12.2% | +4.9% |
| 1Y | +21.1% | +24.2% | -3.0% | +15.0% |
| 3Y | +119.6% | +46.9% | +72.7% | +91.8% |
| 5Y | +46.2% | +80.8% | -34.6% | +16.1% |
| All | +46.2% | +82.1% | -35.9% | +16.1% |
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