+14.4%
FIX vs ED
+27.1%
-12.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.0% | -18.1% | -11.9% |
| 7D | -18.9% | +5.4% | -24.3% | -13.9% |
| 30D | -36.3% | +16.4% | -52.7% | -26.3% |
| 3M | -38.5% | +11.9% | -50.4% | -31.2% |
| 6M | -42.3% | +11.6% | -53.8% | -35.2% |
| YTD | +17.1% | +24.1% | -7.0% | +45.2% |
| 1Y | +14.4% | +26.9% | -12.5% | +45.9% |
| All | +14.4% | +27.1% | -12.7% | +45.9% |
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 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