+389.6%
BE vs ED
+15.3%
+374.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -4.2% |
| 7D | +23.9% | -0.2% | +24.1% | +23.3% |
| 30D | +27.8% | +1.9% | +25.9% | +32.3% |
| 3M | +3.7% | +1.9% | +1.9% | +8.6% |
| 6M | +78.0% | -2.3% | +80.2% | +72.8% |
| YTD | +209.9% | +10.9% | +199.0% | +307.5% |
| 1Y | +389.6% | +14.5% | +375.1% | +625.2% |
| All | +389.6% | +15.3% | +374.3% | +625.2% |
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 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