+114.9%
SPOT vs ED
+67.6%
+47.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.5% |
| 7D | -2.9% | +0.5% | -3.4% | -2.8% |
| 30D | +8.3% | +1.1% | +7.2% | +8.4% |
| 3M | +5.1% | +4.6% | +0.4% | +5.4% |
| 6M | -6.5% | -2.0% | -4.5% | -6.6% |
| YTD | -9.0% | +11.7% | -20.7% | -8.1% |
| 1Y | -26.4% | +15.7% | -42.1% | -25.4% |
| 3Y | +240.0% | +34.4% | +205.7% | +241.8% |
| All | +114.9% | +67.6% | +47.3% | +127.7% |
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 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