+163.6%
W vs ED
+191.0%
-27.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +2.6% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -7.6% | -0.1% | -7.4% | -7.6% |
| 3M | +37.2% | +3.9% | +33.2% | +36.8% |
| 6M | +26.3% | -3.0% | +29.4% | +26.5% |
| YTD | -1.0% | +10.7% | -11.7% | -2.3% |
| 1Y | +20.1% | +13.3% | +6.7% | +18.1% |
| 3Y | +37.8% | +34.5% | +3.3% | +28.3% |
| 5Y | -63.7% | +67.1% | -130.8% | -67.2% |
| 10Y | +156.3% | +103.0% | +53.3% | +138.2% |
| All | +163.6% | +191.0% | -27.4% | +140.3% |
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