+44.6%
FE vs ED
+44.5%
0.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | +0.1% |
| 7D | -1.0% | +1.6% | -2.7% | -2.1% |
| 30D | +4.1% | +13.3% | -9.2% | -4.2% |
| 3M | -1.0% | +9.7% | -10.7% | -7.0% |
| 6M | +4.0% | +12.8% | -8.8% | -4.2% |
| YTD | +6.8% | +22.3% | -15.5% | -7.1% |
| 1Y | +5.3% | +26.3% | -21.0% | -10.5% |
| 3Y | +44.6% | +45.0% | -0.5% | +8.4% |
| All | +44.6% | +44.5% | 0.0% | +8.4% |
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 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