+175.9%
B vs ED
+47.9%
+128.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | -0.9% | -1.7% | -2.5% |
| 30D | -4.3% | +11.2% | -15.5% | -6.2% |
| 3M | -2.3% | +11.8% | -14.1% | -4.3% |
| 6M | -16.2% | +14.1% | -30.3% | -18.6% |
| YTD | -8.8% | +23.0% | -31.8% | -13.5% |
| 1Y | +11.4% | +23.7% | -12.3% | +5.3% |
| All | +175.9% | +47.9% | +128.0% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling