+14,183.4%
TER vs ED
+2,217.3%
+11,966.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.3% | -0.1% | -8.1% | -8.3% |
| 3M | -12.2% | +3.9% | -16.1% | -13.9% |
| 6M | +17.1% | -3.0% | +20.1% | +17.0% |
| YTD | +84.7% | +10.7% | +74.0% | +76.7% |
| 1Y | +199.9% | +13.3% | +186.6% | +183.2% |
| 3Y | +232.8% | +34.5% | +198.3% | +187.5% |
| 5Y | +198.6% | +67.1% | +131.4% | +135.3% |
| 10Y | +1,669.7% | +103.0% | +1,566.7% | +1,136.9% |
| All | +14,183.4% | +2,217.3% | +11,966.1% | +4,011.5% |
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