+128.7%
KEY vs ED
+50.2%
+78.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +2.9% | +2.1% | +0.9% | +2.8% |
| 30D | +8.4% | +10.4% | -2.0% | +8.0% |
| 3M | -5.8% | +12.5% | -18.3% | -6.2% |
| 6M | +5.4% | +14.9% | -9.5% | +4.8% |
| YTD | +7.1% | +24.8% | -17.8% | +5.5% |
| 1Y | +26.8% | +23.8% | +3.0% | +25.0% |
| 3Y | +128.7% | +51.6% | +77.0% | +72.6% |
| All | +128.7% | +50.2% | +78.5% | +72.6% |
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