+23.7%
EXC vs ED
+34.8%
-11.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | 0.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -3.7% | -0.1% | -3.6% | -3.6% |
| 3M | -1.3% | +3.9% | -5.2% | -4.1% |
| 6M | -9.7% | -3.0% | -6.7% | -7.5% |
| YTD | +2.9% | +10.7% | -7.8% | -5.0% |
| 1Y | +4.4% | +13.3% | -9.0% | -5.6% |
| All | +23.7% | +34.8% | -11.2% | -5.9% |
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