+308.8%
SPOT vs ED
+109.7%
+199.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.0% | -0.9% | -2.0% | -3.0% |
| 30D | +15.2% | +11.2% | +4.0% | +15.6% |
| 3M | +21.6% | +11.8% | +9.8% | +22.1% |
| 6M | +45.2% | +14.1% | +31.1% | +46.0% |
| YTD | +4.9% | +23.0% | -18.1% | +6.0% |
| 1Y | -4.8% | +23.7% | -28.4% | -3.8% |
| 3Y | +256.3% | +47.7% | +208.5% | +261.4% |
| 5Y | +120.2% | +82.6% | +37.6% | +125.8% |
| All | +308.8% | +109.7% | +199.1% | +328.8% |
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