+24.5%
EW vs ED
+24.7%
-0.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.5% |
| 7D | +12.3% | -0.1% | +12.4% | +12.2% |
| 30D | +22.9% | +11.6% | +11.3% | +22.6% |
| 3M | +16.7% | +10.5% | +6.2% | +16.4% |
| 6M | +31.0% | +13.2% | +17.7% | +31.4% |
| YTD | +22.8% | +22.1% | +0.7% | +23.0% |
| All | +24.5% | +24.7% | -0.2% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling