+26.9%
ED vs S
+36.5%
-9.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +3.1% |
| 7D | +5.4% | -8.2% | +13.6% | +4.7% |
| 30D | +16.4% | -7.6% | +24.0% | +15.9% |
| 3M | +11.9% | +12.0% | -0.1% | +13.3% |
| 6M | +11.6% | +50.6% | -39.0% | +15.9% |
| YTD | +24.1% | +56.6% | -32.5% | +30.0% |
| 1Y | +26.9% | +39.2% | -12.4% | +32.3% |
| All | +26.9% | +36.5% | -9.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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