+3,310.4%
V vs ED
+502.2%
+2,808.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.0% |
| 7D | +2.2% | +1.6% | +0.5% | +1.5% |
| 30D | +13.6% | +13.3% | +0.3% | +8.0% |
| 3M | +14.3% | +9.7% | +4.6% | +10.0% |
| 6M | +33.1% | +12.8% | +20.3% | +26.6% |
| YTD | +21.2% | +22.3% | -1.1% | +11.0% |
| 1Y | +26.4% | +26.3% | +0.1% | +14.1% |
| 3Y | +77.6% | +45.0% | +32.6% | +48.7% |
| 5Y | +102.6% | +80.2% | +22.4% | +51.3% |
| 10Y | +464.4% | +129.9% | +334.6% | +255.0% |
| All | +3,310.4% | +502.2% | +2,808.1% | +931.0% |
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