+2,653.9%
UL vs ED
+2,217.3%
+436.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.4% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +0.5% | -0.1% | +0.6% | +0.5% |
| 3M | +17.6% | +3.9% | +13.7% | +15.9% |
| 6M | -5.4% | -3.0% | -2.3% | -4.4% |
| YTD | +0.7% | +10.7% | -10.0% | -3.2% |
| 1Y | -9.3% | +13.3% | -22.6% | -13.6% |
| 3Y | +24.5% | +34.5% | -10.0% | +10.5% |
| 5Y | +23.2% | +67.1% | -43.9% | -0.2% |
| 10Y | +64.5% | +103.0% | -38.6% | +20.4% |
| All | +2,653.9% | +2,217.3% | +436.6% | +774.1% |
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