+42.1%
RF vs ED
+80.7%
-38.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -0.9% | +1.6% | -2.6% | -1.2% |
| 30D | +6.0% | +13.3% | -7.3% | +3.4% |
| 3M | -8.9% | +9.7% | -18.6% | -10.6% |
| 6M | +2.3% | +12.8% | -10.4% | -0.2% |
| YTD | +7.6% | +22.3% | -14.8% | +2.6% |
| 1Y | +21.2% | +26.3% | -5.1% | +14.6% |
| 3Y | +108.5% | +45.0% | +63.5% | +83.0% |
| All | +42.1% | +80.7% | -38.6% | +12.4% |
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