+34.4%
ED vs RUN
-35.6%
+69.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.9% |
| 7D | +0.5% | +10.2% | -9.6% | +0.5% |
| 30D | +1.1% | -9.6% | +10.7% | +1.1% |
| 3M | +4.6% | -31.5% | +36.1% | +4.9% |
| 6M | -2.0% | -18.7% | +16.7% | -2.0% |
| YTD | +11.7% | -49.9% | +61.6% | +12.0% |
| 1Y | +15.7% | -45.5% | +61.2% | +15.7% |
| 3Y | +34.4% | -34.1% | +68.5% | +29.5% |
| All | +34.4% | -35.6% | +69.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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