+8.0%
EXE vs ED
+44.5%
-36.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | -6.6% | +1.6% | -8.2% | -6.7% |
| 30D | -4.0% | +13.3% | -17.3% | -4.9% |
| 3M | -7.5% | +9.7% | -17.2% | -8.1% |
| 6M | -11.7% | +12.8% | -24.5% | -12.4% |
| YTD | -22.0% | +22.3% | -44.3% | -23.0% |
| 1Y | -21.8% | +26.3% | -48.1% | -22.9% |
| 3Y | +8.0% | +45.0% | -37.0% | +1.1% |
| All | +8.0% | +44.5% | -36.5% | +1.1% |
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