+13.8%
FIX vs ED
+25.7%
-11.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | +0.2% |
| 7D | -13.9% | +2.1% | -16.1% | -11.3% |
| 30D | -35.5% | +12.4% | -48.0% | -27.5% |
| 3M | -33.9% | +13.1% | -47.1% | -25.4% |
| 6M | -43.3% | +14.1% | -57.4% | -35.7% |
| YTD | +18.7% | +23.1% | -4.4% | +44.7% |
| 1Y | +13.8% | +25.4% | -11.7% | +42.1% |
| All | +13.8% | +25.7% | -11.9% | +42.1% |
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 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