-62.3%
XYZ vs ED
+81.8%
-144.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.4% |
| 7D | +12.6% | +2.1% | +10.5% | +12.5% |
| 30D | +10.8% | +12.4% | -1.6% | +10.5% |
| 3M | +8.4% | +13.1% | -4.8% | +8.1% |
| 6M | +14.3% | +14.1% | +0.3% | +13.9% |
| YTD | +31.5% | +23.1% | +8.4% | +29.6% |
| 1Y | +28.1% | +25.4% | +2.7% | +25.9% |
| 3Y | +66.2% | +47.9% | +18.3% | +49.3% |
| 5Y | -62.3% | +81.9% | -144.2% | -65.2% |
| All | -62.3% | +81.8% | -144.1% | -65.2% |
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 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