+264.0%
SPOT vs ED
+88.8%
+175.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -3.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +12.5% | -0.1% | +12.6% | +12.5% |
| 3M | +9.9% | +3.9% | +6.0% | +10.1% |
| 6M | +1.6% | -3.0% | +4.6% | +1.4% |
| YTD | -6.6% | +10.7% | -17.3% | -6.0% |
| 1Y | -22.9% | +13.3% | -36.3% | -22.3% |
| 3Y | +244.3% | +34.5% | +209.8% | +247.9% |
| 5Y | +117.8% | +67.1% | +50.7% | +122.7% |
| All | +264.0% | +88.8% | +175.3% | +280.4% |
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 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