+32.7%
ED vs ET
+97.4%
-64.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | +1.9% | +5.3% | -3.3% | +1.7% |
| 3M | +1.9% | +15.6% | -13.8% | +1.2% |
| 6M | -2.3% | +20.6% | -22.9% | -2.9% |
| YTD | +10.9% | +38.5% | -27.6% | +10.0% |
| 1Y | +14.5% | +35.7% | -21.2% | +13.7% |
| All | +32.7% | +97.4% | -64.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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