+311.1%
SPOT vs ED
+112.9%
+198.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.4% |
| 7D | +1.6% | +2.1% | -0.5% | +1.7% |
| 30D | +16.9% | +10.4% | +6.5% | +17.3% |
| 3M | +23.0% | +12.5% | +10.4% | +23.5% |
| 6M | +42.2% | +14.9% | +27.3% | +43.0% |
| YTD | +5.5% | +24.8% | -19.3% | +6.6% |
| 1Y | -5.1% | +23.8% | -28.9% | -4.1% |
| 3Y | +257.9% | +51.6% | +206.3% | +263.2% |
| 5Y | +118.4% | +86.4% | +31.9% | +124.1% |
| All | +311.1% | +112.9% | +198.2% | +331.5% |
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