+12.8%
ED vs S
+39.0%
-26.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.2% |
| 7D | +1.6% | -13.4% | +15.1% | +0.6% |
| 30D | +13.3% | -14.0% | +27.3% | +12.3% |
| 3M | +9.7% | +4.9% | +4.8% | +10.3% |
| 6M | +12.8% | +42.0% | -29.2% | +14.7% |
| All | +12.8% | +39.0% | -26.2% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling