+31.9%
UL vs ED
+82.1%
-50.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +7.0% | +11.6% | -4.6% | +2.7% |
| 3M | +5.8% | +10.5% | -4.7% | +1.8% |
| 6M | +16.1% | +13.2% | +2.9% | +10.8% |
| YTD | +4.5% | +22.1% | -17.7% | -3.2% |
| 1Y | -1.3% | +24.2% | -25.4% | -9.1% |
| 3Y | +35.0% | +46.9% | -12.0% | +17.2% |
| 5Y | +31.9% | +80.8% | -48.9% | -0.4% |
| All | +31.9% | +82.1% | -50.1% | -0.4% |
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 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