-68.9%
XYZ vs ED
+67.1%
-135.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | +16.7% | +3.9% | +12.8% | +16.7% |
| 6M | +26.9% | -3.0% | +29.9% | +27.0% |
| YTD | +27.1% | +10.7% | +16.5% | +26.0% |
| 1Y | +9.3% | +13.3% | -4.1% | +7.8% |
| 3Y | +42.3% | +34.5% | +7.8% | +29.3% |
| All | -68.9% | +67.1% | -135.9% | -69.7% |
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