+20.7%
EXE vs ED
+35.1%
-14.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | +6.4% | +1.1% | +5.3% | +6.3% |
| 3M | +9.2% | +4.6% | +4.6% | +8.8% |
| 6M | -7.0% | -2.0% | -5.0% | -6.9% |
| YTD | -9.5% | +11.7% | -21.2% | -10.3% |
| 1Y | +6.2% | +15.7% | -9.5% | +5.0% |
| 3Y | +20.7% | +34.4% | -13.6% | +13.3% |
| All | +20.7% | +35.1% | -14.4% | +13.3% |
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