-34.8%
DOW vs ED
+33.9%
-68.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +0.4% | -0.1% | +0.5% | +0.4% |
| 3M | -14.4% | +3.9% | -18.3% | -14.4% |
| 6M | -7.0% | -3.0% | -3.9% | -6.7% |
| YTD | +30.2% | +10.7% | +19.5% | +29.8% |
| 1Y | +29.2% | +13.3% | +15.9% | +28.4% |
| All | -34.8% | +33.9% | -68.7% | -40.0% |
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