+208.1%
C vs ED
+44.5%
+163.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.1% |
| 7D | -2.4% | +1.6% | -4.0% | -2.1% |
| 30D | -6.0% | +13.3% | -19.3% | -4.0% |
| 3M | -10.5% | +9.7% | -20.3% | -9.1% |
| 6M | -5.7% | +12.8% | -18.5% | -3.7% |
| YTD | +4.1% | +22.3% | -18.2% | +6.7% |
| 1Y | +20.5% | +26.3% | -5.8% | +23.6% |
| 3Y | +208.1% | +45.0% | +163.1% | +189.2% |
| All | +208.1% | +44.5% | +163.6% | +189.2% |
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