+157.9%
EQX vs ED
+33.4%
+124.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -4.9% |
| 7D | -7.0% | -1.9% | -5.2% | -6.7% |
| 30D | +4.8% | +0.1% | +4.7% | +4.8% |
| 3M | +25.6% | 0.0% | +25.6% | +25.2% |
| 6M | -25.8% | -2.5% | -23.3% | -25.6% |
| YTD | -12.7% | +10.1% | -22.9% | -15.5% |
| 1Y | +14.1% | +13.6% | +0.5% | +9.0% |
| All | +157.9% | +33.4% | +124.6% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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