+2,926.4%
V vs ED
+445.0%
+2,481.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.4% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | +17.4% | +3.9% | +13.4% | +15.5% |
| 6M | +17.5% | -3.0% | +20.5% | +18.6% |
| YTD | +7.6% | +10.7% | -3.1% | +2.6% |
| 1Y | +7.7% | +13.3% | -5.6% | +1.5% |
| 3Y | +54.7% | +34.5% | +20.2% | +33.2% |
| 5Y | +73.0% | +67.1% | +5.9% | +32.8% |
| 10Y | +390.9% | +103.0% | +287.8% | +225.5% |
| All | +2,926.4% | +445.0% | +2,481.5% | +853.2% |
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