+200.4%
B vs ED
+34.8%
+165.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +9.4% | -0.1% | +9.6% | +9.4% |
| 3M | +5.0% | +3.9% | +1.1% | +3.7% |
| 6M | -3.5% | -3.0% | -0.5% | -2.9% |
| YTD | +4.5% | +10.7% | -6.2% | +0.7% |
| 1Y | +67.8% | +13.3% | +54.4% | +59.7% |
| All | +200.4% | +34.8% | +165.6% | +150.4% |
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