+1,514.2%
RF vs ED
+2,217.3%
-703.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.5% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | +8.1% | +3.9% | +4.2% | +6.1% |
| 6M | +11.5% | -3.0% | +14.5% | +12.5% |
| YTD | +15.6% | +10.7% | +4.9% | +9.8% |
| 1Y | +15.7% | +13.3% | +2.3% | +8.4% |
| 3Y | +86.9% | +34.5% | +52.4% | +59.0% |
| 5Y | +89.8% | +67.1% | +22.7% | +43.6% |
| 10Y | +344.7% | +103.0% | +241.6% | +191.3% |
| All | +1,514.2% | +2,217.3% | -703.1% | +358.8% |
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