+1,407.5%
RF vs ED
+2,522.9%
-1,115.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.5% |
| 7D | -1.6% | +5.2% | -6.8% | -3.8% |
| 30D | +5.0% | +15.5% | -10.5% | -1.4% |
| 3M | -10.0% | +13.0% | -23.0% | -14.7% |
| 6M | +3.3% | +13.1% | -9.8% | -2.4% |
| YTD | +7.9% | +25.3% | -17.3% | -2.9% |
| 1Y | +21.2% | +30.5% | -9.3% | +6.9% |
| 3Y | +105.8% | +49.3% | +56.5% | +67.3% |
| 5Y | +43.7% | +84.6% | -40.8% | +4.4% |
| 10Y | +289.4% | +135.4% | +154.0% | +139.2% |
| All | +1,407.5% | +2,522.9% | -1,115.4% | +305.7% |
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