+543.0%
XYZ vs ED
+182.9%
+360.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | +9.2% | +5.2% | +4.1% | +8.5% |
| 30D | +9.8% | +15.5% | -5.7% | +7.7% |
| 3M | -0.2% | +13.0% | -13.2% | -1.8% |
| 6M | +18.0% | +13.1% | +4.8% | +15.9% |
| YTD | +29.1% | +25.3% | +3.8% | +24.3% |
| 1Y | +14.1% | +30.5% | -16.4% | +9.0% |
| 3Y | +72.6% | +49.3% | +23.3% | +56.9% |
| 5Y | -64.6% | +84.6% | -149.2% | -69.2% |
| 10Y | +590.0% | +135.4% | +454.5% | +502.4% |
| All | +543.0% | +182.9% | +360.1% | +495.5% |
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