+448.7%
FIX vs ED
+44.5%
+404.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +3.7% |
| 7D | -17.5% | +1.6% | -19.1% | -16.0% |
| 30D | -41.6% | +13.3% | -54.9% | -35.9% |
| 3M | -40.6% | +9.7% | -50.3% | -36.2% |
| 6M | -49.4% | +12.8% | -62.2% | -44.3% |
| YTD | +9.2% | +22.3% | -13.1% | +26.3% |
| 1Y | +6.5% | +26.3% | -19.8% | +25.8% |
| 3Y | +448.7% | +45.0% | +403.7% | +558.3% |
| All | +448.7% | +44.5% | +404.2% | +558.3% |
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