+0.8%
LOW vs ED
+24.0%
-23.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | +25.6% | +11.2% | +14.4% | +21.2% |
| 3M | +5.3% | +11.8% | -6.4% | +1.4% |
| 6M | +3.7% | +14.1% | -10.4% | -0.2% |
| YTD | -1.9% | +23.0% | -24.8% | -5.4% |
| All | +0.8% | +24.0% | -23.2% | -2.8% |
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