+533.2%
XYZ vs ED
+150.0%
+383.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | +16.7% | +3.9% | +12.8% | +16.0% |
| 6M | +26.9% | -3.0% | +29.9% | +27.1% |
| YTD | +27.1% | +10.7% | +16.5% | +24.5% |
| 1Y | +9.3% | +13.3% | -4.1% | +6.3% |
| 3Y | +42.3% | +34.5% | +7.8% | +30.8% |
| 5Y | -69.3% | +67.1% | -136.5% | -73.0% |
| 10Y | +586.8% | +103.0% | +483.8% | +507.7% |
| All | +533.2% | +150.0% | +383.2% | +496.2% |
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 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