+554.0%
XYZ vs ED
+176.2%
+377.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +12.1% | +1.6% | +10.5% | +11.9% |
| 30D | +12.4% | +13.3% | -0.9% | +10.5% |
| 3M | +8.2% | +9.7% | -1.5% | +6.8% |
| 6M | +20.7% | +12.8% | +7.9% | +18.6% |
| YTD | +31.3% | +22.3% | +9.0% | +26.9% |
| 1Y | +20.5% | +26.3% | -5.8% | +15.7% |
| 3Y | +72.6% | +45.0% | +27.6% | +57.6% |
| 5Y | -64.0% | +80.2% | -144.2% | -68.6% |
| 10Y | +601.8% | +129.9% | +472.0% | +514.7% |
| All | +554.0% | +176.2% | +377.8% | +507.7% |
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 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