+68.1%
COST vs ED
+34.3%
+33.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.3% | +1.9% | -7.2% | -5.6% |
| 3M | -6.7% | +1.9% | -8.5% | -6.8% |
| 6M | -9.9% | -2.3% | -7.7% | -9.7% |
| YTD | +5.1% | +10.9% | -5.8% | +4.4% |
| 1Y | -7.3% | +14.5% | -21.8% | -8.2% |
| All | +68.1% | +34.3% | +33.8% | +67.0% |
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