+29.9%
ALL vs ED
+24.2%
+5.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | 0.0% | -1.7% | +1.7% | +1.0% |
| 30D | +12.8% | +10.7% | +2.1% | +7.1% |
| 3M | +4.7% | +11.6% | -7.0% | -1.1% |
| 6M | +24.9% | +13.5% | +11.4% | +17.8% |
| YTD | +30.0% | +23.1% | +6.9% | +22.7% |
| 1Y | +29.9% | +23.1% | +6.9% | +22.3% |
| All | +29.9% | +24.2% | +5.8% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling