+3.2%
EXC vs ED
+24.7%
-21.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +9.3% | +11.6% | -2.3% | +0.1% |
| 3M | +1.0% | +10.5% | -9.5% | -6.8% |
| 6M | +5.9% | +13.2% | -7.3% | -3.8% |
| YTD | +7.6% | +22.1% | -14.5% | -7.4% |
| All | +3.2% | +24.7% | -21.5% | -12.4% |
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