-5.1%
COST vs ED
+13.6%
-18.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -1.8% |
| 30D | -4.4% | +0.1% | -4.5% | -4.5% |
| 3M | -8.1% | 0.0% | -8.1% | -7.9% |
| 6M | -9.2% | -2.5% | -6.7% | -8.4% |
| YTD | +5.1% | +10.1% | -5.0% | +4.6% |
| 1Y | -5.1% | +13.6% | -18.7% | -5.8% |
| All | -5.1% | +13.6% | -18.7% | -5.8% |
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