-0.1%
DT vs ED
+15.3%
-15.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.3% |
| 7D | -0.5% | -0.2% | -0.4% | -0.6% |
| 30D | +0.1% | +1.9% | -1.9% | +1.1% |
| 3M | +24.1% | +1.9% | +22.3% | +25.6% |
| 6M | +30.1% | -2.3% | +32.4% | +29.9% |
| YTD | +16.8% | +10.9% | +5.9% | +22.5% |
| 1Y | -0.1% | +14.5% | -14.6% | +4.4% |
| All | -0.1% | +15.3% | -15.4% | +4.4% |
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