+119.1%
SPOT vs ED
+82.5%
+36.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.5% |
| 7D | +1.0% | +2.1% | -1.1% | +1.1% |
| 30D | +14.6% | +12.4% | +2.1% | +15.1% |
| 3M | +18.4% | +13.1% | +5.3% | +19.0% |
| 6M | +45.1% | +14.1% | +31.0% | +45.9% |
| YTD | +4.4% | +23.1% | -18.7% | +5.6% |
| 1Y | -2.7% | +25.4% | -28.1% | -1.4% |
| 3Y | +254.6% | +47.9% | +206.7% | +255.3% |
| All | +119.1% | +82.5% | +36.6% | +118.3% |
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