+3.5%
B vs ED
+24.2%
-20.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.1% |
| 7D | -6.2% | -1.7% | -4.5% | -6.4% |
| 30D | -6.6% | +10.7% | -17.3% | -4.7% |
| 3M | -7.9% | +11.6% | -19.5% | -6.0% |
| 6M | -16.8% | +13.5% | -30.3% | -14.5% |
| YTD | -11.7% | +23.1% | -34.8% | -6.2% |
| 1Y | +3.5% | +23.1% | -19.6% | +10.0% |
| All | +3.5% | +24.2% | -20.7% | +10.0% |
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