+45.0%
ED vs A
+64.2%
-19.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.3% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +13.3% | +3.4% | +9.9% | +13.4% |
| 3M | +9.7% | +23.8% | -14.1% | +10.3% |
| 6M | +12.8% | +49.0% | -36.2% | +14.0% |
| YTD | +22.3% | +29.4% | -7.1% | +23.3% |
| 1Y | +26.3% | +19.4% | +6.9% | +27.3% |
| 3Y | +45.0% | +66.2% | -21.2% | +44.0% |
| All | +45.0% | +64.2% | -19.2% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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